 He was the eldest son of Humphry Davie (born 1625) (a younger son of the 1st Baronet), a merchant of London, by his wife Mary White.Humphrey Davie was a puritan, and a member of the Drapers’ and Merchant Adventurers’ Companies who went to America in 1662.Sir John married a certain Elizabeth (died 1713), by whom he had children 2 daughters and 6 sons, including his eldest son and heir Sir John Davie, 6th Baronet (1700–1737).