Her career was given a further boost in 1998 after she sent a tape of her work to Steve Coogan who invited her to write and tour with him.

Some of the early improvisations with Brydon would form the basis for their breakthrough 2000 series Human Remains, while other early TV work included being a regular cast member of Big Train and Blue Jam.

In 2004 Davis wrote and starred in the black comedy Nighty Night, which ran for two series, and in 2010 she co-wrote and co-starred in the equally dark Lizzie and Sarah with Jessica Hynes, but to their chagrin, BBC Two aired the pilot late at night and it never took off for a series.

In 2012, she starred in the spoof melodrama Bad Sugar, shown on Channel 4, with a full series in 2013, and also the period comedy Hunderby which she created and wrote for Sky Atlantic, the first show she made for the broadcaster followed by Camping and Sally4Ever .

Davis lives in North London with Mighty Boosh star Julian Barratt, and their twin boys Walter and Arthur, born on June 25, 2007.