At the tender age of 19, Josh Davey made his county debut for Middlesex. He was with the club for four years before being released at the end of 2013. However, his performances for the club earned him his ODI debut and he immediately shot to limelight when he picked up 5 for 9 against Afghanistan.

In 2012, Davey picked up 3 for 23 in Scotland's T20I win over Bangladesh, their first victory over an ICC Full Member country. Despite a few sterling performances here and there, Davey's inconsistency prevented him from being a permanent part of the Scottish side. He was not a part of their World Cup Qualifiers campaign in 2014.