 He married architect Elsa Annette Isabel Hazelton at St Mary's Cathedral, Sydney on 6 February 1935.Davey and his partner Gerald Haskins formed GHD Group and worked on the Morning Star dam in Tasmania and in New South Wales before amalgamating with A. Gordon Gutteridge in 1939 and receiving Commonwealth contracts during World War II.In 1946 he contested the Australian House of Representatives, running unsuccessfully for the Liberal Party in Hume.