Davis was the first of seven children born to William Lee and Sarah Rachel Roberts Penick, in Dry Ridge, Kentucky.[2] Because her grandfather thought that she had a lot of energy for a young child, he nicknamed Mary Frances "Skeeter" (slang for mosquito). The Penick family moved to Erlanger, Kentucky in 1947, where Skeeter met Betty Jack Davis at Dixie Heights High School, becoming instant friends. They sang together through much of high school, and at Decoursey Baptist Church.