- Merited a place in TIME magazine's ''The 100 Most Influential People'' (pioneers) with an homage penned by Niall Ferguson [April 2018].
- In February 2015, Davidson was seen with her same-sex partner Jen Wilson. Davidson announced her engagement to Wilson in May 2016. In April 2018 Davidson announced that she had become pregnant after receiving IVF treatment. Davidson gave birth to a boy, whom the couple named Finn Paul Davidson, on October 26, 2018 at Edinburgh Royal Infirmary.
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