After leaving the NFL, Davis became the captain of National Gay Flag Football League, the New York Warriors.
In 2012, Davis came out, publicly speaking about what it was like to be closeted and gay in the NFL.
Davis is the former Executive Director and former Director of Professional Sports Outreach for the You Can Play project, an advocacy organization working to eradicate homophobia in professional sports. During his time at the You Can Play project, Davis developed curriculum, programming, training, and facilitated conversations focused on inclusion, equality, equity, and diversity. He formerly worked at the Hetrick-Martin Institute in New York City, New York, as the Assistant Director of Job Readiness, where he helped LGBT youth learn practical life skills and how to apply them.
He made his appearance as himself in the episode, Adam Ruins A Sitcom.