The daughter of a small town physician, Gail Davis was born as Betty Jeanne Grayson in a Little Rock, Arkansas hospital, but was raised in McGehee until her family moved to Little Rock. She had been singing and dancing since childhood. After graduating from Little Rock High School, she studied at the Harcum Junior College for Girls in Bryn Mawr, Pennsylvania, before completing her education at the University of Texas at Austin. She had a younger sister, Shirley Ann Grayson (August 26, 1937–February 23, 1971). Gail Davis and her husband, Bob Davis, moved to Hollywood to pursue a film career. She told an interviewer how she acquired her professional acting name. “I went under contract to MGM around 1946. They told me ‘we can’t have a Betty Davis, because of Bette Davis, and we can’t have a Betty Grayson because of Kathryn Grayson’…. Then a guy in the casting department said ‘how about Gail Davis?’ So that’s where it came from.” In 1947 she made her motion picture debut in a comedy film short. She then appeared in minor roles in another four films (the first being The Romance of Rosy Ridge) until landing a supporting role under star Roy Rogers in a 1948 Western film, The Far Frontier. Between 1948-53, Davis appeared in 32 feature films, all but three of which were in the Western genre, including twenty films with or for the production company of the singing cowboy star, Gene Autry. In 1950, she began to guest star in television Westerns, notably in The Cisco Kid, in which she appeared six times in two roles, including that of a niece whose uncle is trying to stop her pending marriage to a gangster. She guest starred in two 1950 episodes entitled “Buried Treasure” and “Spanish Gold” of The Lone Ranger and twice each on The Range Rider and The Adventures of Kit Carson. She appeared more than a dozen times on The Gene Autry Show.

Gail Davis was the answer to a long-held dream of Autry’s — providing Western programming with a star to whom girls could relate. He said: “Little boys have had their idols … from the beginning of the picture business…. Why not give the girls a Western star of their own?” Gail Davis became that star, but on television rather than in movies, as Autry originally envisioned. Between 1954 and 1956, Davis starred in the syndicated Annie Oakley series, later rebroadcast on ABC. An adroit horseback rider, Davis also toured North America in Gene Autry’s traveling rodeo. She went on to manage other celebrities. In 1961, she made a guest appearance on The Andy Griffith Show Season 2, Episode 8 The Perfect Female as Thelma Lou’s cousin. She believed her success as Annie Oakley undermined other opportunities she might have had for other roles in the future. In 1982, she told a reporter, “I tried to find other acting work, but I was so identified as Annie Oakley that directors would say, ‘Gail, I’d like to hire you, but you re going to have to wait a few years, dye your hair and cut off your pigtails.’ Directors just couldn’t envision me in a sexy part or playing a heavy. I was always going to be Annie Oakley. So, as they say, I retired.” Gail Davis and her third husband, Carl Edward Guerriero, retired to the San Fernando Valley. During her retirement Davis made guest appearances at western memorabilia shows and film festivals. Her last public appearance was in 1994, when she received the Golden Boot Award from the Motion Picture and Television Fund. Gail Davis, then a widow, died of cancer in Los Angeles at age 71. She is interred there in Forest Lawn – Hollywood Hills Cemetery.