 While in college, Davis played for the New England Collegiate Baseball League's Middletown Giants (now the Futures Collegiate Baseball League's North Shore Navigators).After borrowing gas money to drive himself from Connecticut to Pittsburgh for a pre-draft open workout at PNC Park, Davis was drafted by the Pittsburgh Pirates in the 38th round (1,134th overall) of the 2001 Major League Baseball Draft as a second baseman.Davis chose to sign with the Pirates instead of accepting a scholarship offer to continue his college baseball career at UConn.