Marshal Davis was died of wounds he received five days earlier when he was attacked by an emotionally disturbed person.

On April 18, 1917, Marshal Davis was called to deal with an emotionally disturbed man who was armed with a shotgun and a knife. When Marshal Davis arrived unarmed the man attempted to shoot him, but the shotgun failed to fire. The man then attacked Marshal Davis with the knife, slashing him three times across the top of his head and knocking him to the ground. The suspect then attempted to attack another man with the knife and Marshal Davis attempted to help but had lost three of his fingers in the attack. Marshal Davis died at Boonville Hospital five days later from his wounds including a skull fracture.

Marshal Davis was survived by at least three children. Interred: Nelson Cemetery, Nelson, MO.