Davey was drafted with pick 45 in the 2022 AFL draft as Essendon matched a bid from Hawthorn for their father–son prospect.[3] Davey's twin brother joined him at the Bombers nine picks later at selection 54.[4]
Davey made his AFL debut in round one of his first season, just as his father had done, debuting against Hawthorn at the Melbourne Cricket Ground on 19 March 2023.[5] Davey kicked a goal on debut.