The left-back was a summer 2000 capture from Blackburn Rovers and he spent four years at the club before moving on the Preston North End. He made his debut in August of the same year against Aston Villa and went on to make over 100 appearances for the Foxes in league, FA Cup, League Cup and UEFA Cup competitions.
Peter Taylor splashed out £1.6m for his services but Davidson suffered an injury in that first game against Villa, something which saw him sidelined for a number of weeks and something which thwarted his integration into Taylor's newly-built side. He certainly enjoyed mixed fortunes against Villa - something which mirrored his start to life as a Fox. Against Villa in the cup he saw red but he also netted his first City goal against the Birmingham club in the League.
Although Davidson, a Scottish international, was mainly used as a left-back, he was often asked to play as wing-back and centre-back during Taylor's time at the club. He was also used as a ball-winning midfielder as the Foxes struggling during Taylor's time. It was a role in midfield that he continued in when Micky Adams took over from Taylor.
Davidson's time was, unfortunately, remembered for a bust-up with Dennis Wise where the defender was left to recover from a fractured cheekbone inflicted in a pre-season tour of Finland. He was in and out of City's team in his final season with the club in the Premiership and was allowed to leave the club on a free at the end of the campaign, moving on to Preston.