Davies dilahirkan di [[ Buduburam |Buduburam]], sebuah kamp pengungsi di Distrik Timur Gomoa, Ghana, dari orang tua berkebangsaan Liberia.<ref name="auto">{{Cite web|url=https://www.bbc.co.uk/sport/football/49841881|title=Alphonso Davies: The Bayern Munich winger born in a refugee camp|date=September 26, 2019|publisher=BBC}}</ref> <ref>{{Cite web|url=http://www.sportsnet.ca/soccer/alphonso-davies-canada-national-team-vancouver-whitecaps-mls-major-league-soccer/|title=Whitecaps phenom Davies receives Canadian citizenship, 1st senior call-up|last=Asano|first=Naoko|website=Sportsnet|access-date=June 7, 2017}}</ref> <ref name="Bayern Munich: Who is new signing Alphonso Davies?">{{Cite news|last=Penfold|first=Chuck|url=https://www.dw.com/en/bayern-munich-who-is-new-signing-alphonso-davies/a-44824675|title=Bayern Munich: Who is new signing Alphonso Davies?|date=July 26, 2018|access-date=July 27, 2018|publisher=Deutsche Welle}}</ref> Orang tuanya tinggal di tempat tersebut setelah melarikan diri dari negara mereka akibat [[Perang Saudara Liberia Kedua]], yang membuat lebih dari 450.000 orang di [[Liberia]] menjadi pengungsi.<ref>{{Cite web|url=https://journals.lib.unb.ca/index.php/jcs/article/view/11734/12489|title=The Civil War and the Refugee Crisis in Liberia|access-date=July 24, 2018}}</ref> Ketika Davies berusia lima tahun, keluarganya mendatangi Kanada sebagai pengungsi, dan pindah ke [[Windsor, Ontario]], <ref name="talent belies his youth">{{Cite web|url=https://www.thestar.com/sports/soccer/2017/07/05/canadian-soccer-phenom-alphonso-davies-talent-belies-his-youth.html|title=Canadian soccer phenom Alphonso Davies' talent belies his youth|last=Buhler|first=Andy|website=The Star|access-date=July 8, 2017}}</ref> sebelum pindah setahun kemudian ke [[Edmonton]]. Pada 6 Juni 2017, ia secara resmi menjadi warga negara Kanada.<ref name="citizenship">{{Cite web|url=https://www.whitecapsfc.com/post/2017/06/06/alphonso-davies-receives-canadian-citizenship-and-first-senior-call-canada|title=Alphonso Davies receives Canadian citizenship and first senior call-up to Canada|access-date=June 6, 2017}}</ref>
