Esther ‘Essie’ Davis made her acting debut in the 1993 Australian drama film ‘The Custodian,’ directed by John Dingwall. She was next seen in the 1995 Australian comedy film ‘Dad and Dave: On Our Selection’ where she played the role of ‘Kate Rudd.’ The film received positive response from critics. In 1997, she made her first television appearance in the Australian TV police procedural series ‘Water Rats.’ She played the role of ‘Senior Det. Nicola Bourke’ and appeared in 2 episodes of the series. Davis went on to appear in television films and series such as ‘The Ripper’ (1997), ‘Kings in Grass Castles’ (1998), ‘Murder Call’ (1998), ‘Halifax f.p.’ (2000), ‘Corridors of Power’ (2001), and ‘Young Lions’ (2002). In 2003, she starred as ‘Maggie’ in the American science fiction action film ‘The Matrix Reloaded,’ directed by The Wachowskis. The film opened to positive reception and was a massive box office success. That same year, she also appeared in the Australian television miniseries ‘After the Deluge’ which earned her the ‘Australian Film Institute Award.’
She next appeared in films like ‘Isolation’ (2005), ‘Charlotte's Web’ (2006), ‘Hey, Hey, It's Esther Blueburger’ (2008), ‘Australia’ (2008), and ‘South Solitary’ (2010). In 201, she voiced the character ‘Marella’ in the 3D computer-animated fantasy adventure film ‘Legend of the Guardians: The Owls of Ga'Hoole’ directed by Zack Snyder. The film received mixed reviews and was a commercial success. ‘Legend of the Guardians: The Owls of Ga'Hoole’ gained a cult following in subsequent years. She next starred as ‘Amelia Vanek’ in the 2014 Australian psychological horror film ‘The Babadook’ directed by Jennifer Kent. The film opened to wide critical acclaim with critics praising its horror elements. Davis won several award nominations, including the ‘Saturn Award,’ ‘Empire Award,’ and ‘AACTA Award’ nominations for her performance in the film. She was next seen in the 2016 dystopian science fiction action film ‘Assassin's Creed,’ directed by Justin Kurzel. The film failed to impress the critics and was a box office disappointment. That same year, she also became a part of the American fantasy drama television series ‘Game of Thrones.’ She played the role of ‘Lady Crane’ and appeared in the 3 episodes of the series.
In 2019, she played the role of ‘Anna Finlay’ in the Australian coming-of-age comedy-drama film ‘Babyteeth,’ directed by Shannon Murphy. The film saw positive reviews upon release. She next appeared in films like ‘True History of the Kelly Gang’ (2019), ‘Miss Fisher & the Crypt of Tears’ (2020), and ‘The Justice of Bunny King’ (2021). Davis was last seen in the 2021 Australian biographical psychological drama film ‘Nitram’ directed by Justin Kurzel. The film earned wide praise from critics.