Born Hollywood, 29 Dec. 1924 (IMDb) or 5 Jan. 1925. Davey, who was the younger brother of child actor Frankie Lee, saw in the dawn of the talkies as the original Sonny Boy in The Singing Fool (1928) with Al Jolson. But his first 'all-talking' film was Say It With Songs, released in August 1929. By the beginning of 1930 Davey was said to be earning the almost incredible sum of $3,000 a week. But he didn't like filming, and gave it up 'because his health was suffering' - or, according to a less poignant version of events, because his mother got an offer of $3,500 for him to make personal appearances in vaudeville. --The Motion Picture Boy
He also appeared in Sonny Boy (1929), Frozen River (1929), Skin Deep (1929) & The Squealer (1930).
See Brian Rust, etc.: Complete Entertainment Discography (2nd edn 1989) & Ross Laird: Brunswick Records (2001).
Davey Lee Sonny Boy's Bear Story - in two parts (matrices E30693A & E30698A): "monologue with song" accompanied by a small orchestra. Recorded New York, Aug. 1929. (Unissued tests recorded in Chicago 14 June 1929 [TC3601/2] & 31 July 1929 [C3972/3].)