Brad Davis became a member of Marty Stuart's road band in the late '80s and appeared on a number of Stuart's albums, including This One's Gonna Hurt You, Hit Pack, and The Pilgrim. He also backed or recorded with Willie Nelson, Emmylou Harris, Pam Tillis, the Forester Sisters, and the Sweethearts of the Rodeo. In the early 21st century, he was dividing his time between playing lead guitar for Earl Scruggs & Friends and backing up Billy Bob Thornton. In January 2003, Davis released his own debut solo album, I'm Not Gonna Let My Blues Bring Me Down, on FGM Records, with many of the people he had played with over the years helping out. Later in the year, he went on tour as the lead guitarist in the Sam Bush Band.