Gregory Daniel Davies was born on 14 May 1968 in St Asaph, Denbighshire. His parents lived in England at the time, but his Welsh father drove his mother across the border to make sure he was born in Wales. He grew up in Wem, Shropshire, which he regards as his home. His father's origins lie in Porthmadog. Both Davies' paternal grandmother, Edith, and her sister, Rebecca, were illegitimate; his great-grandfather, william Owen, had a second family in Stanleytown. Like many people in North Wales, Davies also claims descent from Owain Gwynedd.
In 2005, Davies played a caricature of cricketer W. G. Grace in a series of adverts for Channel 4's television coverage of The Ashes.
In 2010, Davies' first solo stand-up show Firing Cheeseballs at a Dog was nominated for the Fosters Edinburgh Comedy Awards at the Edinburgh Festival. The show was subsequently taken on his first ever tour the following autumn. He was also nominated for the Edinburgh Fringe's Malcolm Hardee "Act Most Likely to Make a Million Quid" Award.
From October 2013, Davies starred in Channel 4's sitcom Man Down, as Dan, a man who hates his job as a Teacher, with Rik Mayall as his father. Channel 4 commissioned an additional 25-minute Christmas special before the first series aired, and a second series was announced during Davies's live tour "The Back of My Mum's Head", although this was before Rik Mayall's death in June 2014. Following Mayall's death, Davies met with Channel 4 to discuss the Future of the show. Mayall had been intended to have a more a prominent role in the second series. Channel 4 later announced that Man Down would return for a second series in 2015. The classroom used in the show is the same classroom in which Davies taught at Sandhurst School.
He was in a relationship with Liz Kendall, a Labour Politician who was re-elected as the Member of Parliament for Leicester West in 2015. However, the couple split up just a few months prior to the 2015 General Election.
In November 2017, Davies recorded a Netflix Special at Hammersmith Apollo during his Magnificent Beast UK tour.
