Assigned to the Destroyer Force, Atlantic Fleet, Davis operated on the East Coast and in the Caribbean until the United States entered World War I. She sailed from Boston 24 April 1917 as one of six destroyers in the first American destroyer detachment to reach European waters, arriving at Queenstown, Ireland, 4 May.
Davis performed patrol duty off the coast of Ireland and escorted merchant convoys through the zone of greatest danger from submarines. Between 25 and 28 June she met and escorted troop transports carrying the first American Expeditionary Force to France. She also rescued many survivors of torpedoed vessels, and on 12 May 1918 picked up 35 members of the crew of the German submarine U-103 which had been badly damaged in a collision with the British ship Olympic, turning her prisoners over to British military authorities at Milford Haven.
On 13 December 1918, Davis formed part of the escort force to take George Washington with President Woodrow Wilson embarked into the harbor at Brest, France, then passed in review before the President.
Davis returned to New York on 7 January 1919 and, after an overhaul there, joined Division 4, Flotilla 8, Destroyer Force, Atlantic Fleet, to cruise on the East Coast.
From September 1919 to November 1920, she was in reserve at Philadelphia Navy Yard. Arriving at Charleston, S.C., 3 December 1920, she operated from that port and Newport in reduced commission until arriving at Philadelphia Navy Yard 29 March 1922. She was decommissioned there 20 June 1922 and transferred to the Coast Guard 25 March 1926.
Returned to the Navy 30 June 1933, Davis was retained in a decommissioned status until sold on 22 August 1934.