Walter Davis was born in 1912 to a sharecropping family who lived and worked on a farm near Grenada, Mississippi. Little is recorded about his early years but several sources cite that he ran away from home around 1925 and eventually arrived in St. Louis, Missouri, where he made his home. During his teenage years he developed his piano and vocal style although many musicologists regard his singing, with his rich singing voice, as being superior to his piano playing. He first recorded in 1930, accompanied by Roosevelt Sykes. For the next twenty years he played he played club dates in the South and the lower Midwest, often with guitarist Henry Townsend and fellow pianist Peetie Wheatstraw. He recorded prolifically and had released more than 160 tracks by 1950. His best-known recording, a version of the train blues standard "Sunnyland Blues", was released in 1931. Other notable successful releases included "Ashes In My Whiskey" and "Blue Blues", "M&O Blues", "Angel Child" and "Come Back Baby". During the early 1950's Davis developed health problems and performed less and less, spending the last few years of his life working as a hotel clerk in St Louis. He died in October 1963 at the early age of 51 and is buried at the Greenwood cemetery in St Louis. He was posthumously inducted into the Blues Hall of Fame in 2005.