 Brother of another child actor, Frankie Lee (19111970), Davey was taken out of films by his mother so that he could have a normal childhood.In 1986, Davey was brought over to the Piccadilly Theatre in London's West End to participate in the unveiling of a memorial bronze bust of Al Jolson, to commemorate the official centenary of his birth.This theatre was chosen because, to the best of anyone's knowledge, it was the only UK stage which Jolson ever stood on, although he did not perform, he merely appeared to promote his film.