 Joining the Conservative Party in 1997, Davies fought Cardiff West in the 2001 general election, and Brecon and Radnorshire in 2005.He served as Deputy Chairman (Political) for the Conservative Party in South Wales Central from 2002 to 2003, a region that comprises the Conservative Associations in Cardiff, Rhondda Cynon Taff and the Vale of Glamorgan.Between 2004 and 2005 he was Deputy Chairman of the Cardiff West Conservative Association.