Davis was born on July 12, 1956 in Nashville, Tennessee to Flora Mae Hayden and Jefferson Davis. He migrated north with his mother at the age of eleven to Chicago, Illinois in hopes of better opportunities. He grew up on the west side of Chicago, graduating from John Marshall High School. After completion of high school, he went on to serve in the Marines.

Growing up, Anthony had a passion for basketball and was the best three-point shooter known in the neighborhood. He played all through his youth into his adult years, where he played for the Illinois State Police Basketball Team. Raised as a man of God, he was an avid reader and devotee of the bible. He led many bible study discussions with close family and friends.

In his early years, Anthony was a conductor for the CTA train. He later went on to attend the State Trooper Academy, where he became one of the first African American Illinois State Troopers, setting precedence for those to follow. He took pride in being a man of uniform. He served and protected for 26 years and retired as a Sergeant in 1998. Edward was also an Accident Reconstruction Officer where he analyzed wrecks to determine the cause of the accident. Following his retirement, he taught traffic school at Northwestern University, and was appointed the position of Director of Security for the Chancellor of Chicago Community Colleges.

He is survived by his wife, Trudi Davis; children, Jawonna Owens (Tracy), Dione Weathersby (Marcus), Dina Jones, Danielle Morris (Jameel), Bobby Davis (Suzie), and Marlene Davis; his siblings, Ronald Davis (Marva), Dan Davis (Erma), Barbara Burrell, and Michael Hayden; Uncle Eugene Williams, grandchildren, family and friends.