Peter Ho Davies was born in Coventry, England, on August 30, 1966, to a Chinese mother, Sook Ying Ho, and a Welsh father, Thomas Enion Davies. Peter Ho Davies received a bachelor of science degree in physics from the University of Manchester in 1987, and a bachelor of arts degree in English from Cambridge University in 1989. After this he moved to the United States to attend Boston University, where he received a master's degree in Creative Writing in 1993. For a brief period Davies worked in publishing in Britain, Singapore, and Malaysia, having been at one time the UK business manager for Varsity magazine.

Davies' stories have been published in a wide variety of magazines and literary journals, including Harpers, Gettysburg Review, The Atlantic, Story, and The Paris Review. His work has been widely anthologized in such annual publications as Prize Stories: The O. Henry Awards (1998) and Best American Stories...