Davenport was married in 1777 to Charlotte [d. 1829], daughter of Ralph Sneyd of Keele, Staffordshire. Around 1782-84, he commissioned George Romney to paint Mrs. Davenport's portrait (now in the NGA). He served as High Sheriff of Cheshire in 1783, and as a Member of Parliament for Cheshire from 1806-30. The Davenports had three sons--Edward Davies, Henry William (Maj.) and Walter (Rev.)--and a daughter, Harriet Katherine.