Julia Davis

After studying for a degree in English and drama at the College of Ripon and York St John, she returned to Bath working "dead-end jobs", starting a comedy double-act The Sisters of Percy with her friend Jane Roth at a local theatre group. It grew into an improv troupe with Welsh radio DJ Rob Brydon and Ruth Jones.

Davis decided to become a comedian after a long illness. She secured her first comedy commission, Five Squeezy Pieces, from BBC Radio 4 in 1998.

The series was an all-female sketch comedy show, with Meera Syal, Arabella Weir, Maria McErlane, and Claire Calman.

She first appeared on television in 1998 in the BBC sketch show Comedy Nation. During their radio sketch series Five Squeezy Pieces, Arabella Weir introduced Davis to Arthur Mathews and Graham Linehan who cast her as a regular cast member in the television sketch show Big Train (1998). Her career gained a further boost in 1998 after she sent a tape of various characters to Steve Coogan, who invited her to write for and participate in his shows during his 1998 national tour. Chris Morris, director of the Big Train pilot, cast her for his 1997–1999 radio series Blue Jam, its successor March–April 2000 TV show Jam, and Brass Eye. Davis went on to appear in many comedy television shows including I'm Alan Partridge, I Am Not an Animal, Dr. Terrible's House of Horrible, Ideal and Nathan Barley.

In 2004 and 2005, Davis wrote and starred in two series of the BBC Three dark comedy Nighty Night. The show is centred on her character of peroxide "blonde" sociopathic beauty therapist Jill Tyrell.

In 2015, Davis and Marc Wootton created and starred in BBC Radio 4 comedy series Couples, about couples in therapy. It was reported in 2015 that Davis had been commissioned for a new series, Robin's Test, which was later renamed Camping.

In 2016, Davis wrote, directed and starred as shallow nymphomaniac "Fay" in Camping on Sky Atlantic. This was her directorial debut. At the 2017 BAFTA TV Awards, Camping was nominated for Best Scripted Comedy. In 2017, Davis was featured in the Paul Thomas Anderson film Phantom Thread as Lady Baltimore.