Rox Davidson was born in Singapore in March 2005 to Rebecca Watters, the Middle School Band director at Singapore American School, and Mark Davidson, a 4th Grade teacher at Singapore American School. They lived in Singapore for the majority of their life, joining their school's choir in 6th grade. Davidson is a part of a very musical family; their mother taught them how to read music at a young age, and they learned how to play piano and french horn from their mother, though they would later exchange french horn for voice in 6th grade.  At the end of 6th grade, Davidson began taking vocal lessons with Alexandra Novicova, a Russian vocalist in Singapore. They continued to sing in the choir at Singapore American School for the rest of their time at that school.  
In their junior year, they moved to Nashville with their mother and younger brother to attend Nashville School of the Arts, where they joined Cantabile, the treble choir, and Paragon, the mixed honors choir. They graduated Nashville School of the Arts in May 2023 with an honors diploma. Davidson is currently in their third year studying classical voice at Belmont University under the instruction of Dr Angela Yoon. They have performed with Belmont University's University Singers and Chorale. They are also a member of Belmont's Opera Theater, where they have performed in Opera Scenes as The Woodpecker in Příhody lišky Bystroušky by Janáček, as well as Bradamante in Alcina by Handel. They have also performed in Full Opera Productions, such as The Cat in Pinocchio by Davies, and the understudy for Hansel in Hansel and Gretel by Humperdinck. In March 2025, Davidson performed as Dyra in Izzy Go's opera Dyra ​as part of Go's Senior Recital. During their time at Belmont, they were selected to perform in the Keith B. Moore Classical Singers Recital in both their sophomore and junior years. ​In July-August 2025, Davidson participated in the Dramatic Voices Program Berlin , making their European debut as Dryade in Strauss's Ariadne auf Naxos. ​They also performed in the Lieder Academy and Festival with Christina Spurling playing the piano.