Davis spent 16 years as mayor of Southaven. His trouble started in the last years of his time in office when the state auditor came after him for improper charges billed to the city. His saga ended earlier this week when a jury found him not guilty of embezzlement and fraud.
Davis was accused of illegally purchasing a city-owned vehicle and embezzling money from the city. Prosecutors said Davis illegally purchased gas for his private vehicle with city pumps and then submitted a voucher to be repaid.
"I don't think anyone can ever know what it's like to know you could spend time behind bars," Davis said.
In an exclusive interview, Davis sat down with WMC Action News 5's Janice Broach. He said now that jail is not hanging over his head he can move on with his life.
Davis now has big plans, which include writing a tell-all book.
He said he has been approached by at least two ghost writers.
"I think there are some important things to share with people that will help them in a similar situation that I've been through," Davis said.
That tell-all includes the trials, his take on what really happened, politics, and being outed by the state auditor's office.
Davis was mayor of Southaven with a wife and three daughters when he accidentally gave a receipt to the state from a Canadian gay shop.
"They had underwear is what I bought. I think straight men wear underwear too," Davis said.
He said he was told to pay tens of thousands of dollars to the state or be outed. He didn't bite and went to trial, ending up paying $70,000 back.
Davis' wife divorced him but throughout the ordeal, his partner, Jansen Fair, stuck with him.
"There was plenty of times my partner could have turned and ran away, but he stuck with me through it," Davis said.
He said he plans to marry Fair at some later date. He also plans to go to law school.
"I am fortunate. I had a family with the means to help me out," he said.
After his experience with the legal system, Davis said he knows a lot of people need help and that is who he will represent. He said he wants to give back.
The once high-powered city mayor has been working at Home Depot for the past few years.
"They have been some of the strongest, supportive network of people," Davis said.
He said he has a message for people going through tough times: "Don't give up. Never give up."
Davis said he feels vindicated after his acquittal and he is grateful to the jury that he said "saw the facts in the case and not what someone believed had happened."