 In 1982, Davis ran for the United States Senate, but lost to Republican candidate Paul S. Trible Jr.

Davis had the distinction of being the first Catholic elected to a statewide office in Virginia history.Davis would remain the only statewide Catholic elected in Virginia history until the 2001 Virginia General Elections, when Tim Kaine was elected lieutenant governor, the same office Davis once held.Four years later, in the 2005 Virginia General elections, history was made again when Kaine won the governor's race and Bob McDonnell won the attorney general's race.