Born in South Wales, Davies lived in Australia for the first four years of her life before returning to the U.K., growing up in the historic market town of Aylesbury, Buckinghamshire, about 50 miles northwest of London. Trained as a classical flutist from the age of seven, she played in youth orchestras before discovering her sister's guitar at age 12. She developed an interest in both songwriting and music production, and broke into music while she was studying English at university, with a residency at London's Southbank Centre alongside Nitin Sawhney. Davies worked as an intern at Stanley House Studios, where she learned how to engineer and produce. In 2006, she self-released her first material under her own name, the Piano EP and an eponymous album. She created the Outsiderhood label and the Catherine A.D. alias in 2010. The singles "Skeleton Songs" and "Carry Your Heart" were followed by the 2011 EP Communion and the covers album Reprise in 2012.
Davies then created the Anchoress solo project, releasing her debut album, Confessions of a Romance Novelist, in 2016. She also collaborated with a wide range of other musicians including the Pineapple Thief, Paul Draper, Steven Wilson, and Emmy the Great. She sang co-lead vocals on her lifelong heroes Manic Street Preachers' single "Dylan & Caitlin," from their album Resistance Is Futile, and spent four years recording and touring with Scottish pop legends Simple Minds. In 2020, she released a collaborative album with Suede's Bernard Butler, In Memory of My Feelings. It had been in the works since 2014 and both had given up hope of it ever being released, until journalist Pete Paphides suggested putting it out on his feted reissue label Needle Mythology; it was the first original album issued by the label. Davies' second album as the Anchoress, The Art of Losing, was scheduled for release in March 2021. ~ John D. Buchanan, Rovi