Davy [née Kerr], Jane, Lady Davy (1780–1855), society figure, was born on 5 February 1780, the only daughter and heir of Charles Kerr (1748–1796) of Kelso and sometime merchant of Antigua, and his wife, Jane Tweedie. Little is known of Jane Kerr's early life. On 3 October 1799 she married Shuckburgh Ashley Apreece, elder son of Sir Thomas Hussey Apreece, bt, of Washingley, Huntingdonshire, but he died (before his father) on 6 October 1807 at Malvern. It was not a happy marriage and in 1802 Jane undertook the first of many journeys abroad, visiting France soon after the peace of Amiens when that country was briefly open to British visitors.

After Apreece died his widow made her mark in society, as her distant cousin Walter Scott said, by taking 'the blue line, and by great tact and management actually established herself as a leader of literary fashion' (Journal, 1.107). A petite and vivacious brunette, she moved to Edinburgh where her house was soon frequented by many literary and scientific celebrities. According to Sir Henry Holland she was young, wealthy, with 'the reputation and fashion of a continental traveller, at a time when few had travelled at all, acquainted with Madame de Staël, and vaguely reported to be the original of Corinne', the beautiful poetess and mysterious genius of de Staël's recently published novel (Holland, Recollections, 87). The elderly mathematician and geologist John Playfair even proposed marriage, and there was no lack of other suitors. She accompanied Scott on his tour of the Western Isles in 1810.

In 1811 she returned to London and entered society there with vigorous determination, soon meeting Humphry Davy (1778–1829), who hotly pursued her. They were married on 11 April 1812 by the bishop of Carlisle, three days after Davy had received his knighthood. He dedicated Elements of Chemical Philosophy (1812) to his wife. Her wealth enabled Davy to retire from routine work (in 1813 he resigned his Royal Institution professorship) and devote himself, as he hoped, to chemical researches. The marriage, however, was not a happy or comfortable union, each party having been rather too accustomed to adulation. In October 1813 they set out on a continental tour, accompanied by the young Michael Faraday in the anomalous position of both assistant and valet to Davy. This created considerable friction with Jane, and Faraday left a memorable portrait of her bad temper and haughtiness in his letters at this time. They returned in April 1815 and Jane resumed energetic social life in London, interspersed with tours to various parts of Britain. Together with Davy she entertained widely, her guests including Byron, Tom Moore, and Maria Edgeworth, but was more successful with literary or aristocratic guests than with Davy's scientific friends. She accompanied Davy on his second continental tour (1818–20), but from this time travelled more frequently without him, on occasion accompanied by literary minded friends, such as the lords Dudley and Colchester, with whom she visited Nice in 1822. Two years later she set out for the continent again, travelling to Germany, where she called on the aged Goethe, as well as Italy and Switzerland. She remained none the less on good terms with Davy, looking after his literary interests and dealing with his publisher, but did not accompany him on his last travels on the continent. When Davy suffered his final illness she travelled rapidly to Rome to join him in a slow progress northwards until his death in Geneva on 29 May 1829.

Jane continued to travel widely, returning frequently to Italy where she was a well-known figure in Roman society. Nothing pleased her more than to act as guide to the city's ancient monuments, and she had an accomplished knowledge of classical and modern European literature, attested to by Mary Somerville. Her grasp of spoken language was less sure, and her mistakes when speaking Italian were often recounted. While her reputation has suffered at the hands of Davy's brother John and Davy's biographers, who felt that his scientific career suffered after his marriage, she was nevertheless liked by many and carried on a vivacious correspondence with Scott and Sydney Smith among others. Smith indeed implored her not to marry: 'you will be annihilated the moment you do, and, instead of an alkali or an acid, become a neutral salt' (Holland, Memoir, 2.91–2). Scott thought that 'though clever and even witty, she had no peculiar accomplishment, and certainly no good taste either for science or letters naturally' (Journal, 1.108) yet he remained fond of her and admired her determination. She had little understanding of Davy's scientific work, but was alive to his literary merits and the utility of his invention of the miners' safety lamp, and ensured that his name continued to be remembered. He appointed her his sole executor. She was much appreciated as a hostess, and her conversation was admired for its elegance as well as for amusing anecdotes of her wide acquaintance and foreign travel. Scott wrote of her, 'As a lion-catcher, I would pit her against the world'. She also contributed anonymously to charity through her local vicar. She continued to travel and to be seen at every notable social occasion until her death at her home, 26 Park Street, Grosvenor Square, London, on 8 May 1855.