She was active as a recording artist in the late 1920s, and her best known tracks were "Kokola Blues" and "It's Red Hot". Although Davis was a contemporary of better known recording artists of the time, such as Ma Rainey, Bessie Smith, Clara Smith, Mozelle Alderson, Victoria Spivey, Sippie Wallace, and Bertha "Chippie" Hill, little is known of the life outside of her music.
Davis made ten recordings in Chicago, Illinois for Paramount Records, with her first session taking place in June 1927. With accompaniment from the Red Hot Shakers, who likely included Cassino Simpson on piano, Davis recorded "Worried Down with the Blues" and "Climbing Mountain Blues." "Hurry Sundown Blues" and "Landlady's Footsteps," were the next in September that year, followed by another two efforts in November. Her backing trio now incorporated Richard M. Jones, and "Kokola Blues" laid part of the foundations for the more famous song, "Sweet Home Chicago." On "Kokola Blues", the refrain stated:
And it's hey, hey baby, baby don't you want to go
Back to that eleven light city, back to sweet Kokomo (sic)
The other track laid down at the same session was "Winter Blues", noteworthy for Davis' worded extortation to her musicians to "swing", as they duly upped the tempo of the song.
In October 1928, Davis had her final recording stint, with her backing musicians including Georgia Tom Dorsey on piano and Tampa Red on guitar. The four songs they recorded were "Gold Tooth Mama Blues," "Death Bell Blues," "Too Black Bad," and "It's Red Hot." On the latter she was billed as Red Hot Shakin' Davis. However, her propensity to up the pace on recordings did not continue, and Davis potentially missed out on the subsequent musical developments of swing and rhythm and blues, which may have better suited her style.
Two alternate versions of "Worried Down with the Blues", plus her "Hurry Sundown Blues," "Climbing Mountain Blues," "Landlady's Footsteps," "Winter Blues," and "Kokola Blues," were included on the compilation album, Female Blues Singers, Vol. 5: C/D/E (1921-1928), released in 1997 by Document.