According to the Importation Lists in Order Book I of Orange County, Virginia, dated July 24, 1740, Henry's father, James Davis, swore that he, Mary (mother, sister or aunt?), and Henry, William and Samuel came from Ireland. It's possible Henry and his family was originally from England and had sailed from Ireland. The family first settled on Catawba Creek, and then moved to the headwaters of the Middle Fork of the Indian River, now known as the Holston River. In 1771, Pioneer James Davis transferred 260 acres, part of "Davis' Fancy," to his son Henry. The French and Indian War forced families in that area to temporarily leave for safety, and the Davis's traveled east to Wythe County, Virginia, where Henry remained. In 1872, he sold his share of Davis' Fancy to his brother, James Davis, Jr., and bought two to three thousand acres at the Boom Furnace site in Pulaski (Wythe) County, which was at the headwaters of Reed Creek Island, east of New River. Henry served in the Revolutionary War from Bedford County, Virginia, 2nd Virginia Regiment, as a private and was recommended for 1st Lt. in 1778. He married Jane/Jean, and they raised their family on Reed Island Creek. Henry's children were:

Jane, married James Calfee
Mary "Polly", married Charles Whitlock
Nancy, married William Calfee
Henry, married Sarah Stephens
Catherine, married William Grayson
Rhoda, married David Sayers
James
Wilson, married Mary Allison
Martha

Henry's will was probated on September 11, 1804, Wythe County, Virginia, Will Book I, pp. 297-299, appraisal pp. 300-301. He left property in Grayson County on Lindsey's Path and on Big Reed Island and Little Reed Island, saw and grist mills. His grave has not been located, but is assumed to be in the area where he resided.