November 1989 following his loan spell in the previous month. Whilst at Gigg Lane, Davison played under Martin Dobson, Sam Ellis and Mike Walsh. Whilst with the club he also spent time out on loan, having spells with both Chester City and Blackpool. Walsh released Davison to Millwall in the summer of 1991, and he became one of Bruce Rioch's new signings at Millwall ahead of the 1991–92 season. Davison played two seasons with Millwall, making 42 appearances in all competitions. He was named as player of the year. He also sustained a collapsed lung during a home game against Derby County which kept him out of action for 12 weeks. Bolton Wanderers In August 1993 Davison followed Bruce Rioch and signed with Bolton Wanderers for £125,000 where he would fight for the number one spot with Keith Branagan. In his second season for The Trotters they earned promotion to the Premier League. Davison made his Premiership debut on 22 November 1995 in a 3–2 defeat at Stamford Bridge against Chelsea. He also played in the home matches against Nottingham Forest, Liverpool, Tottenham Hotspur and Sheffield Wednesday. Wanderers however finished 20th in the league and were relegated. During the 1996–97 season Davison spent time on loan with Hull City and Ipswich Town before departing in March 1997. Bradford City In March 1997 he joined fellow Football League First Division Bradford City on a free transfer. Davison played in 10 matches for the West Yorkshire side but departed Valley Parade at the end 1996–97 season after successfully helping the club retain its championship status. Grimsby Town In the summer of 1997 Davison joined Grimsby Town on a free transfer. The club had recently slipped into the Football League Second Division and manager Alan Buckley had sought after a new number 1 keeper following the departure of Paul Crichton a year before, his replacement Jason Pearcey had failed to live up to expectations and would start the 1997–98 season as Davison's understudy. He made his Town debut on 9 August 1997 in a 1–1 draw with Bristol City. His period at Blundell Park would see him play a part in one of the most successful seasons with Grimsby defeating AFC Bournemouth in the Football League Trophy final at Wembley Stadium and a few weeks later defeating Northampton Town in the Play-Off final also at Wembley. During the 1998–99 season, Steve Croudson became