 Davies was very fond of music and in 1835 he started the St David's Day concerts in the town and was associated with them for the rest of his life.For this, in 1870 he received a testimonial and a volume of subscribers which included many Welsh enthusiasts including Lady Llanover, Lady Charlotte Schreiber, Dowager Countess of Dunraven (Caroline, widow of the 2nd Earl of Dunraven), Sir Thomas Phillipps and Michael Hicks Beach MP.He inspired his children to perform and his daughter Mary sang and played the Welsh harp so beautifully, she was nicknamed "y Deryn" (the bird).