In summer 2003, he joined Bolton having been released by Southampton.
In a season where he rediscovered his best form, he scored ten times and started every league match.
He ended the season by winning the club's Player of the Year award and scored a consolation goal for his team in the 2004 League Cup Final against Middlesbrough at the Millennium Stadium.

Davies is frequently cited as being the player in the Premier League that commits the most fouls, committing more offences than any other Premier League player in for three consecutive seasons from 2004 to 2007.
In the 2003–04 and 2007–08 seasons, Davies was slightly better behaved, committing the second highest number of fouls per season.
In his Bolton career Davies has committed over 1,000 fouls, more than any other Premier League player in the competition's history.
At the same time Davies has also featured near the top of the list of most fouled players.

During a post-match interview with the BBC after a match against Arsenal in January 2009, during which he had been accused of deliberately trying to injure Gaël Clichy in a challenge, he replied that some Arsenal players tried to "con the referee".
He added "A few of them let out a big scream, which is a bit embarrassing because it is a man's game ... in my eyes that is cheating the referee ... you just have to get on with the game."
On 10 September 2011.
he received his 100th yellow card in the Premier League for a foul on Manchester United's Patrice Evra and when he received another booking against Wigan Athletic on 11 February 2012, he became the joint holder of the record for most yellow cards in Premier League history, alongside Lee Bowyer.
Paul Scholes has equaled his Premier League yellow card record and Gareth Barry has surpassed this record.

On 8 November 2007, Davies scored a goal away to Bayern Munich at the Allianz Arena.
Davies's late effort earned Bolton a crucial away point from the 2–2 draw in the UEFA Cup group stage.

On 12 April 2008, Davies scored his 100th career goal in a 1–0 win over West Ham at the Reebok Stadium, despite dislocating a finger during the match and having it placed back into its socket allowing him to play on.

On Saturday 3 May 2008, he made his return from a broken hand to help Bolton retain their Premier League status.

Over the summer of 2008, Hull City tried to sign Kevin Davies from Bolton, but the club turned down their offer.
Davies then signed a new contract with Bolton would keep him at the club until 2011.

On 31 January 2009, Davies became captain of Bolton following the sale of Kevin Nolan to Newcastle United.
The same day, Davies' first match as captain saw him score two goals in Bolton's 3–2 victory over Tottenham Hotspur as well as equalling his record for goals in a Premier League season.
In the following match, at home against West Ham, he scored his 50th goal for Bolton, and his 10th of the season.

In August 2009, Davies stated that he would like to stay at Bolton for the rest of his career.
On 13 March 2010, Davies scored the first penalty of his career, netting the second from the spot in a 4–0 home win over Wigan.

Davies set a Premier League records for the most fouls in a season in 2009–10, committing 120 such offences.
In the 2010–11 season he went on to break his own record with 121 fouls.

Davies was relegated with Bolton at the end of the 2011–12 season, but shortly after, he signed a new one-year deal with the club and assured the fans he would stay to get Bolton back to the Premier League.
He made his 400th appearance for the club at Watford on 2 February 2013.

On 26 March 2013, Bolton announced that they would not be offering Davies a new contract, which would make that season his final for the club.
Following this announcement, Davies played no further matches that season, being initially dropped to the bench before eventually being left out of match day squads completely, with reserve-team strikers being preferred instead.
In summer 2003, he joined Bolton having been released by Southampton. In a season where he rediscovered his best form, he scored ten times and started every league match. He ended the season by winning the club's Player of the Year award and scored a consolation goal for his team in the 2004 League Cup Final against Middlesbrough at the Millennium Stadium.
Davies is frequently cited as being the player in the Premier League that commits the most fouls, committing more offences than any other Premier League player in for three consecutive seasons from 2004 to 2007. In the 2003–04 and 2007–08 seasons, Davies was slightly better behaved, committing the second highest number of fouls per season. In his Bolton career Davies has committed over 1,000 fouls, more than any other Premier League player in the competition's history. At the same time Davies has also featured near the top of the list of most fouled players.
During a post-match interview with the BBC after a match against Arsenal in January 2009, during which he had been accused of deliberately trying to injure Gaël Clichy in a challenge, he replied that some Arsenal players tried to "con the referee". He added "A few of them let out a big scream, which is a bit embarrassing because it is a man's game ... in my eyes that is cheating the referee ... you just have to get on with the game." On 10 September 2011. he received his 100th yellow card in the Premier League for a foul on Manchester United's Patrice Evra and when he received another booking against Wigan Athletic on 11 February 2012, he became the joint holder of the record for most yellow cards in Premier League history, alongside Lee Bowyer. Paul Scholes has equaled his Premier League yellow card record and Gareth Barry has surpassed this record.
On 8 November 2007, Davies scored a goal away to Bayern Munich at the Allianz Arena. Davies's late effort earned Bolton a crucial away point from the 2–2 draw in the UEFA Cup group stage.
On 12 April 2008, Davies scored his 100th career goal in a 1–0 win over West Ham at the Reebok Stadium, despite dislocating a finger during the match and having it placed back into its socket allowing him to play on.
On Saturday 3 May 2008, he made his return from a broken hand to help Bolton retain their Premier League status.
Over the summer of 2008, Hull City tried to sign Kevin Davies from Bolton, but the club turned down their offer. Davies then signed a new contract with Bolton would keep him at the club until 2011.
On 31 January 2009, Davies became captain of Bolton following the sale of Kevin Nolan to Newcastle United. The same day, Davies' first match as captain saw him score two goals in Bolton's 3–2 victory over Tottenham Hotspur as well as equalling his record for goals in a Premier League season. In the following match, at home against West Ham, he scored his 50th goal for Bolton, and his 10th of the season.
In August 2009, Davies stated that he would like to stay at Bolton for the rest of his career. On 13 March 2010, Davies scored the first penalty of his career, netting the second from the spot in a 4–0 home win over Wigan.
Davies set a Premier League records for the most fouls in a season in 2009–10, committing 120 such offences. In the 2010–11 season he went on to break his own record with 121 fouls.
Davies was relegated with Bolton at the end of the 2011–12 season, but shortly after, he signed a new one-year deal with the club and assured the fans he would stay to get Bolton back to the Premier League. He made his 400th appearance for the club at Watford on 2 February 2013.
On 26 March 2013, Bolton announced that they would not be offering Davies a new contract, which would make that season his final for the club. Following this announcement, Davies played no further matches that season, being initially dropped to the bench before eventually being left out of match day squads completely, with reserve-team strikers being preferred instead.
Kevin Davies