Davis is from the South Side of Chicago and played high school basketball for Perspectives Charter School, where he had attended school since sixth grade. The team plays in a division of the Chicago Public High School League that is ignored by the media. Although he went unnoticed nationally and locally after three seasons of Chicago Public League play, he blossomed in April of his junior year for an AAU travelling club team. He was soon thereafter rated as the #1 player in the class of 2011 by Scout.com and in the ESPNU 100. Rivals.com rated him the #2 player behind Austin Rivers.
In junior high school, he was known as "the little guy who would shoot threes from the corner". He ended his freshman year at a height of 6 feet 0 inches (1.83 m). Davis was a 6-foot-1-inch (1.85 m) sophomore guard who finished his sophomore year at 6 feet 4 inches (1.93 m). He began his junior year at 6 feet 7 inches (2.01 m) and began his junior basketball season at a height of 6 feet 8 inches (2.03 m). Davis feels fortunate to have had such a rapid growth spurt without any knee pains.
As an unheralded guard after his sophomore season, he worked out with his cousins on guard drills that their father had developed. Davis did not play in the spring/summer AAU circuit between 8th grade and his junior year. During his junior year, his family considered having him transfer to one of Chicago's basketball powerhouses, but Hyde Park Career Academy head coach Donnie Kirksey, who knew Davis, Sr. well, advised against it saying "If you're good enough, they'll find you wherever you are." Perspectives finished the season 8–15. Davis got little attention by college coaches until he started playing on Tai Streets' Meanstreets (AAU team) traveling system in the spring of his junior year. That summer his talent was attention-grabbing. In August 2010, Davis played in the Nike Global Challenge in Hillsboro, Oregon. In the opening game, he had 23 points and 9 rebounds.
He committed to Kentucky on August 13, 2010 amid a pay for play scandal, choosing it over his other finalists, which were DePaul, Ohio State, and Syracuse. He had officially visited DePaul and Ohio State. As late as Spring 2010 he was still unknown, but began to be noticed in mid April. In late April, Syracuse made him an offer. That spring NBA Top 100 Camp Director Dave Telep, invited him to the camp based on his dominant first half performance of the first game of the Fort Wayne, IN Spiece Fieldhouse event. On August 24, 2010, he became the number one rated player in the national class of 2011 at Scout.com.
"The Chicago Sun-Times covered nearly 700 boys high school basketball games last season. Anthony Davis, who just might be the best high school player in the country, didn't play in any of them."
—Michael O'Brien, Chicago Sun-Times (August 5, 2010).