Edward Harold Davies was born on 18 July 1867 at Owestry, Shropshire, England, the fourth son of John Whitridge and Susan Davies. Davies attended the local Grammar School and was then apprenticed in architecture. During his apprenticeship, Davies studied music at Chester Cathedral.

In 1886, Davies migrated to South Australia settling first in Kapunda and then in Gawler, forming music societies in both towns. In 1890, Davies returned to England where he became an Associate of the Royal College of Organists. Davies later returned to Gawler where he married Ina Jane Deland on 26 September 1893 at Gawler. They had three sons and two daughters.

From 1897 to 1919, Davies taught the piano, organ, singing and composition both formerly and privately as well as playing and conducting himself. Davies studied music formerly and was conferred a Bachelor of Music in 1896 and Doctorate in 1902 both from the University of Adelaide.

In 1919, Davies was appointed Director of the Elder Conservatorium of Music as well as Professor and Dean of the Faculty of Music. In 1920 he founded and conducted the South Australian Orchestra as well as having a founding role in the Australian Music Examinations Board. Davies was elected a Fellow of the Royal College of Music in London in 1931.

From 1926 to 1930, Davies participated in four Board for Anthropological Research (BAR: AA 346) expeditions to Macumba, Koonibba, Hermannsburg and MacDonald Downs led by Prof. Thomas Draper Campbell (see AA 52). In 1932, he and Norman Barnett Tindale (see AA 338) recorded songs from Milerum (Clarence Long), a Tanganekald man from the South-East of South Australia. Davies was the first person to record Australian Aboriginal songs, music and ceremonies onto wax cylinders and later translate them.

Davies died on 1 July 1947.

Davies papers are located at the University of Adelaide's Archives.