In the early 1980s, Davis acted in a few television shows before getting her first publishing deal. In 1986, she published her first novel, Home Front. She used elements of her own life to create a fictional story, and because of that the book became controversial and she was widely criticized. Following her second novel Deadfall, she wrote an autobiography called The Way I See It, in which she revealed many family dramas and secrets. She has since spoken publicly about how she regrets the form, but not the content, of the critique she presented in the book.[4]

In the July 1994 issue of Playboy, Davis posed for the magazine with a "Full Frontal" view. This issue of the magazine also displayed Davis on its front cover. This issue is considered to be one of the magazine's most controversial covers ever. Davis has posed for other magazines such as More in 2011. Playboy also issued a VHS tape as a complement to the 1994 issue.[5]

When her father was diagnosed with Alzheimer's, she began writing The Long Goodbye. It was published in 2004. During that time, she began writing for magazines and newspapers, including The New York Times, Newsweek and Time. Her original screenplay, Spring Thaw, became the 2007 Hallmark Channel movie Sacrifices of the Heart starring Melissa Gilbert and Ken Howard.[6]