Davis was educated at Loreto Convent and the Western Institute of Technology and graduated from the National Institute of Dramatic Art (NIDA) in 1977. She found international success with the role of Adela Quested in 印度之行 (1984). Her performance was nominated an Academy Award for Best Actress in a Leading Role. She went on to receive another Academy Award nomination (this time for Best Actress in a Supporting Role) for her performance as Sally in 伍迪·艾伦's 丈夫、太太与情人 (1992). Davis and Allen would go on to be a longtime collaborators; Allen once described Davis as "one of the most exciting actresses in the world".