Davey made his AFL debut for Melbourne in the 2004 season, where he quickly gained attention with a goal and 13 possessions in his first match. His performances throughout the season earned him an AFL Rising Star nomination, though a hamstring injury sidelined him for four games before returning for the finals.
In 2005, Davey played all 22 games and represented Australia in the International Rules Series. He finished third in Melbourne's Best and Fairest award and won the AFLPA Marn grook Award for Best Emerging Indigenous Player.
Season 2006
Davey played across multiple positions, including forward, midfield, and backline. He gained attention for his pace and versaitility and earned three Goal of the Year nominations, including two consecutive, soccer-style goals.[5]
Seasons 2007-2010
In 2007, Davey was suspeneded for two games for striking.[6] He struggled with injuries in 2008 but had a standout 2009 season after being moved into the midfield under new coach Dean Bailey. That year, he won Melbourne's Best and Fairest award, the Keith 'Bluey' Truscott Medal. In 2010, Davey finished fourth in Melbourne's Best and Fairest and was Melbourne's equal leading vote-getter at the Brownlow Medal.
Retirement
Davey announced his retirement on 20 August 2013 and played his final AFL game on 1 September 2013 against the Western Bulldogs.
In 2009, Davey appeared alongside other AFL footballers in an AFL television advertisement titled "AFL: In a League of its Own”, which featured prominent AFL players playing Australian rules football at famous sporting venues around the world, and in the middle of other sports being played, including basketball, Association football and American football. In the advertisement, Davey receives a handball from Brett Deledio on a basketball court, before proceeding to kick the ball to Chris Judd.[8]
His sister, Bronwyn, was part of the first AFL Women's Draft, playing for the Melbourne Football Club's women's team recruited from Greenacres, South Australia.[10]