On 9 October 2010, Davies was instituted Dean of Derby; as such, he was first-among-equals in the chapter of canons of Derby Cathedral and the most senior priest in the Diocese of Derby. In 2012, Davies undertook a sponsored abseil from the tower of Derby Cathedral to raise funds, both for the Cathedral and for the Padley Centre, a local charity providing help and support to the homeless and other socially disadvantaged people. On 23 August 2016, it was announced that Davies would be the next Dean of Wells in the Diocese of Bath and Wells. He presided at his last service at Derby Cathedral on 1 November 2016. On 20 November 2016, he was installed as Dean during a service at Wells Cathedral. On 1 June 2011, Davies was appointed a Deputy Lieutenant (DL) to the Lord Lieutenant of Derbyshire.