Randall Vernon Davey was born into an upper-middle-class family in East Orange, New Jersey. In 1904 he enrolled in the School of Architecture at Cornell University, and after graduating he moved to New York to pursue a career in art. He soon became a student of Robert Henri and began work in portraiture, which he would continue throughout his life. Davey became interested, under Henri's influence, in a clear representation of reality and worked on portraits in his studio. One can easily see in these works the influence not only of his teacher but of Diego Velasquez and Frans Hals.
Acting on a suggestion of Henri's, Davey moved west to Santa Fe and by 1919 was permanently settled there, turning his attention to landscape. Although beautiful Western landscapes and horse racing became his passions, Davey continued painting portraits and taught fine art as well.
Randall Davey is considered an important member of the Santa Fe Art Colony and an influence on the Cinco Pintores. However, he tended to keep to himself with his family in his home on Upper Canyon Road, maintaining contacts with clubs and societies, like the Lotos and Century Association, in the East. There is little doubt, though, as to his love for the West: "I wouldn't trade my life here where I can hunt, shoot, ride, for all the committee-going and boot-licking you've got to do in a city for anything. An artist might starve for food here, but he'll starve spiritually in a place like New York."