Henry Davis was born on February 28, 1846, in Pennsylvania to Noah Davis and Margaret Gwynn. His parents were Welsh immigrants, and his father worked as a blacksmith. The family was living in Hanover, Pennsylvania, in 1850, and they moved to Catasauqua, Pennsylvania, sometime in the 1850s. His father died there around 1859. Davis remained in his mother’s household until at least 1870, and he eventually began work as a clerk. He married Sallie E. Wilson in Catasauqua on October 11, 1871, and they had six children, including: Samuel, born around 1873; Ruth, born around 1875; and William, born around 1877. The family lived in Catasauqua, and by 1880, Davis was working as a teamster. He became the local postmaster in June 1898. He suffered a stroke in July 1899, and he died of apoplexy in Allentown, Pennsylvania, on November 30, 1899.