Davis Lock was completed in the summer of 1831. It was named after, Walter Davis, an American settler who built a dam and saw mill on the site in 1800 to take advantage of the seven and one-half foot (2m) drop from Mosquito (now Opinicon) Lake to Sand Lake.
Davis's mill was destroyed by the construction of the canal. A rustic and pretty white cottage across from the lock is said to have been an office, possibly for Col. By himself. The defensible lockmaster's house, overlooking the lock, was built in the 1840's and contains much of its original exterior detail. A one and one-half storey wooden storehouse (now the lock-station office) was built circa 1900.