She published
The Amours of Alcippus and Lucippe, with a dedication to Margaret Walker, in 1704, and "The Fugitive," dedicated to
Esther Johnson (Swift's "Stella"), in 1705. She claims in the Introduction to
The Works of Mrs. Davys (1725) that she abandoned
The Amours while in press to go north, probably to York. In 1716, she returned to London for the production of her play,
The Northern Heiress, or the Humours of York, a comedy critical of the marriage market. Initially produced in
York in 1715, it debuted in London at
Lincoln's Inn Fields. The production ran for three nights, crucial for Davys as the receipts from the third night traditionally went to the playwright. She spent some more time in London, hoping to have a successful writing career. In early 1718, Davys's novel
Familiar Letters Betwixt a Gentleman and a Lady was printed by J. Roberts attributed to the pseudonym "Little Dick Fisher" and titled
Love and Friendship Inseparable Betwixt Different Sexes, not appearing under her own name until it was published in
The Works (1725). This textual variant ran to at least two editions, reprinted for H. Meere in 1722, as advertised in
The London Journal. Despite this relative success, in about 1718 she abandoned the hope of staying in London. The note "As it was to be performed at the Drury Lane Theatre" on the title page of
The Self-Rivals indicates possible disappointment. Instead, she moved to Cambridge, where she established a coffee house. Her chief patrons were the students at St. John's College, Cambridge, whom she thanks in her prefaces for their help. Her
Familiar Letters, which satirises the upper classes and their political affiliations, is an example of a successful
epistolary novel before
Samuel Richardson. Her writing is often direct, even blunt: for example, Sir John Galliard, the main character in ''The accomplish'd Rake,
a debauched womanizer, is presented without euphemism. She was attacked in The Grub-Street Journal'' in 1731 for being "bawdy" but she "replied with vigour." ==Later life==