Geraint Wyn Davies was born on 20 April 1957 in Swansea, Wales. He was the son of a Congregationalist Christian preacher. At the age of 7 he moved with his family from Haverfordwest, Pembrokeshire to Canada, where he attended Upper Canada College. He first acted at age 12, appearing in a school production of Lord of the Flies. He went on to study at the University of Western Ontario, where he studied economics before dropping out to pursue an acting career. His professional stage debut was in 1976 in Quebec City, when at 19 he appeared in The Fantasticks, Red Emma and A Midsummer Night's Dream.

Davies made his film debut in Deadly Harvest in 1977, and has since appeared in many films, among them RoboCop: Prime Directives (2000). In 2007 he appeared in a cameo in Nancy Drew and filmed a made-for-TV movie, Post Mortem for Lifetime.

In April 1996, Davies appeared as Petruchio in Shakespeare's The Taming of The Shrew, directed by Patrick Tucker of the Original Shakespeare Company. This three-performance run was presented as Shakespeare's own players may have done - with sparse rehearsal, eclectic costuming and rotating roles. In Spring 1998 he appeared in the Moises Kaufmann production Gross Indecency: The Three Trials of Oscar Wilde at the Mark Taper Forum in Los Angeles. Gross Indecency earned the Garland Award for "Best Ensemble Cast from Backstage West" that year.

In August 1999 Davies starred in Leon Pownall's one-man show An Evening with Dylan Thomas at the Atlantic Theatre Festival in Nova Scotia, Canada. The following summer he returned to the Atlantic Theatre Festival in Pownall's Dylan Thomas and Shakespeare: In the Envy of Some Greatness. August 2001 saw the completion of Pownall's Dylan Thomas trilogy with Stranger in Paradise. In mid-2002, he returned to the Stratford Festival Theatre's main stage in My Fair Lady, as Henry Higgins, a role he alternated with Colm Feore. He reprised the role of Dylan Thomas at the Festival's Studio Theatre, and returned to the Atlantic Theatre Festival in August 2003 to perform Hughie (a one-act play by Eugene O'Neill). The evening was topped off by a presentation of The Sermon by David Mamet.

In the summer of 2004 he starred in the title role of Cyrano in Barry Kornhauser's adaptation of Cyrano de Bergerac at The Shakespeare Theatre in Washington, D.C., for which he won the Helen Hayes Award for Outstanding Lead Actor in a Resident Play.

The next year, in 2005, he was Dylan Thomas for seven weeks in Do Not Go Gentle at the Arclight Theatre in New York City. While there he did a reading of Tennessee Williams's letters at the New York Public Library, and performed in a reading of Eugene O'Neill's Days Without End. In September 2005, he joined in a reading of R. L. Stevenson's Treasure Island in Washington, D.C., and in October took part in a staged reading of a new play by Austin Pendleton entitled H6R3, which blends Shakespeare's plays Henry VI and Richard III.

Wyn Davies was married to Canadian Artist Alana Guinn from 1985 to 2006. They have two children, daughter Pyper and son Galen. On 13 June 2006 Davies became an American citizen, having been sworn in by Supreme Court Justice Ruth Bader Ginsburg. In August 2011 he married Actress Claire Lautier.

Early in 2007 he headlined as Richard III by Shakespeare at The Shakespeare Theatre in Washington, D.C. He, along with friend Brent Carver, opened Toronto's CanStage production of The Elephant Man in mid-October. In 2008, he returned to Ontario's Stratford Festival to appear in Hamlet (as Polonius) and Fuente Ovejuna (as the King). He followed the Stratford season playing the Duke at the Red Bull Theater (NYC) production of Women Beware Women. He returned to Stratford in 2009, playing Duncan in Macbeth, Caesar in Julius Caesar and Bottom in A Midsummer Night’s Dream. For the 2010 Stratford Festival season, he portrayed King Arthur in Camelot and Falstaff in Merry Wives of Windsor. The 2011 season featured him again in a singing role as King Arthur.

For the Stratford Festival's 60th season in 2013, Davies portrayed Duke Vincentio in Measure for Measure and the Earl of Leicester in Mary Stuart. The following year, he continued at the Stratford Festival, portraying Antony in Antony & Cleopatra and the Cook in Mother Courage. For the 2015 season, he performs as Claudius in Hamlet, and Johann Wilhelm Mobius in The Physicists.

He played Prospero in The Tempest in the 2014-2015 season of The Shakespeare Theatre of Washington, D.C.