After studying at the Chicago Art Institute, Davies moved to New York City in 1896, where he earned a living as a magazine illustrator.  In that same year, William Macbeth offered him his first oneperson show at his gallery.  Davies's propensity to paint dreamlike visions was already present in his early works, and critics linked them to the visionary imagery of Ryder and Blakelock.  The critics also used such words as "innocent," "childlike," and "naive" to describe his work.

The department store magnate Benjamin Altman took an interest in Davies, and subsidized a trip to Europe in order for him to study.  There, Davies discovered a rich variety of inspiration, ranging from the great Venetian Renaissance painter Giorgione to the nineteenth-century French artist Puvis de Chavannes, and from the color used by Delacroix to the Romantic mysticism of Arnold Bocklin.  Davies's work has been associated with the fantasy imagery of the Symbolist movement, especially in its dreamlike aspects, and some of his early pictures bear a similarity to the dream-visions of Odilon Redon.

Although none of these influences has any connection with the seamy street scenes of the Henri--Sloan--Luks group, soon after his return to New York, Davies joined with these men and their friends in their rebellion against the National Academy.

Davies's work during the opening years of the new century is exemplified in Unicorns--a gentle idyll set amid a floating dream-world that praises the innocence of maidenhood.  Davies's work characteristically dealt with similar themes of poetic visions, far removed from the realities of urban life.