The family moved to Sawbridgeworth, Hertfordshire, while Davison was still a baby; until the age of 11 she was educated at home. When her parents moved the family back to London she went to a day school, then spent a year studying in Dunkirk, France. When she was 13 she attended Kensington High School and later won a bursary to Royal Holloway College in 1891 to study literature. Her father died in early 1893 and she was forced to end her studies because her mother could not afford the fees of £20 a term. On leaving Holloway, Davison became a live-in governess, and continued studying in the evenings. She saved enough money to enrol at St Hugh's College, Oxford, for one term to sit her finals; she achieved first-class honours in English, but could not graduate because degrees from Oxford were closed to women. She worked briefly at a church school in Edgbaston between 1895 and 1896, but found it difficult and moved to Seabury, a private school in Worthing, where she was more settled; she left the town in 1898 and became a private tutor and governess to a family in Northamptonshire. In 1902 she began reading for a degree at the University of London; she graduated with third-class honours in 1908. Davison joined the Women's Social and Political Union (WSPU) in November 1906. Formed in 1903 by Emmeline Pankhurst, the WSPU brought together those who thought that militant, confrontational tactics were needed to achieve their ultimate goal of women's suffrage. Davison joined in the WSPU's campaigning, and became an officer of the organisation and a chief steward during marches. In 1908 or 1909 she left her job teaching and dedicated herself full-time to the union. She began taking increasingly confrontational actions, which prompted Sylvia Pankhurst—the daughter of Emmeline and a full-time member of the WSPU—to describe her as "one of the most daring and reckless of the militants". In March 1909 she was arrested for the first time; she had been part of a deputation of 21 women who marched from Caxton Hall to see the prime minister, H. H. Asquith, the march ended in a fracas with police, and she was arrested for "assaulting the police in the execution of their duty". She was sentenced to a month in prison. After her release she wrote to "Votes for Women", the WSPU's newspaper, saying that "Through my humble work in this noblest of all causes I have come into a fullness of job and an interest in living which I never before experienced."