In 1915, Davis's parents separated and Betty and Bobby attended a Spartan boarding school called Crestalban in Lanesborough, which is located in the Berkshires.[3] In 1921, Ruth Davis moved to New York City with her daughters, where she worked as a portrait photographer. Betty was inspired to become an actress after seeing Rudolph Valentino in The Four Horsemen of the Apocalypse (1921) and Mary Pickford in Little Lord Fauntleroy (1921),