Davies was born in Oswestry on the Welsh border. He studied under, and was assistant to, the organist Walter Parratt for five years before entering the Royal College of Music where he studied under Hubert Parry and Charles Villiers Stanford. He held a number of organist posts and in 1918 was appointed director of music to the Royal Air Force which led to him writing the march RAF March Past, still played by many marching bands today.
In 1919, Davies became professor of music at Aberystwyth. He subsequently did much to promote Welsh music, becoming chairman of the Welsh National Council of Music. From 1927 he was organist at St George's Chapel, Windsor.
From the 1920s, Davies made a series of records of lectures, which led to him being employed by the BBC to give radio broadcasts on classical music under the title Music and the Ordinary Listener. These lasted from 1926 until the outbreak of World War II in 1939, and Davies became a well known and popular radio personality. His book The Pursuit of Music (1935) has a similar non-specialist tone.
Most of Davies' compositions were religious in flavour, and include the oratorio Everyman, a number of other works for orchestra, choir and soloists, and a large number of services and anthems. He also wrote an arrangement of the Christmas carol "O Little Town of Bethlehem".