Beginning her career on the stage, Davis won a Tony and a Drama Desk Award for her role in King Hedley II (2001). She won a second Drama Desk Award for Intimate Apparel (2004). She won a second Tony and a third Drama Desk Award for her role in Fences (2010).
Some of her notable films include Traffic (2000), Antwone Fisher (2002), Solaris (2002) and The Help (2011). Her eleven-minute-long performance in the film adaptation of John Patrick Shanley's Doubt (2008) earned several honors, including an Academy Award nomination. Her role in the film The Help has garnered a Screen Actors Guild Award, another Academy Award nomination, and a Golden Globe nomination.