davies was born on 24 march 1980 in manchester. she is the daughter of sports journalist and sports administrator david davies. she was educated from the age of five to nine at haberdashers' aske's school for girls in elstree, hertfordshire, before the family moved to the midlands, where she continued her education at king edward vi high school for girls in edgbaston, birmingham. she graduated from st edmund hall, oxford in 2001 with a degree in geography, where she won the philip geddes memorial prize for journalism.