- Is known from both the American version of Whose Line Is It Anyway? (1998) and Drew Carey's Improv-A-Ganza (2010) for his immaculate impressions of Christopher Walken, Keanu Reeves, and Jeff Goldblum.
- Is good friends with writer Dan Harmon. In fact, Jeff Davis was the inspiration for the character Jeff on Harmon's NBC show Community (2009).
- Since July 2012, Davis has served as the comptroller/co-host of the podcast Harmontown, and is prominent in the documentary about a Harmontown (2014) road tour.
- Has an older brother named Bill, a sister-in-law named Jill, and a niece named Maddox.
- Is on Twitter as JeffBryanDavis.
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