Davis married Ruby Fleming in 2003, by which time he had a son, Matt Davis from a previous marriage. He was given a GMC Envoy as a gift from the producers of Stargate SG-1 which his son still drives to this day.He was also a visual Artist, spending most of his free time painting or carving. Davis grew up painting, sculpting and drawing. He continued to pursue these crafts his entire life, supplementing his income with design commissions and art sales. On the DVD commentary track for Stargate SG-1 season 6 episode 17 ("Disclosure"), Davis said that he once had a job carving wooden cigar store Indians that were sold at Silver Dollar City. He also said his PhD is in "dramatic theory and criticism."