According to an affidavit obtained by NBC, Gray's mother, Sherry James, reported her daughter missing Friday when the girl never returned home from school. After police called on the help of residents in the Dallas suburb of Carrollton over the weekend, Gray's body was found on Saturday by a cyclist along the Trinity River.
Davis, 30, eventually confessed to police that he killed the teen to prevent her from testifying in the sexual assault case she had pending against him. Mesquite police said Davis had sex with Gray four times in 2010 when she was 14 years old while she was babysitting his children.
The Texas resident reportedly picked up Gray on Thursday afternoon and drove her to the trail head at Champion Trail near Valley View Lane and Interstate 635.
He then told authorities Gray spotted a .380 pistol in his possession along the way and asked if he was going to hurt her. He said he told the girl he only wanted to talk about the case. Once at the trail head, Davis led Gray down the trail to the Trinity River, where he shot her twice with the pistol, he told police. Davis added that the teenager asked him, 'Why?' as she partially fell into the Trinity River, clinging to life, before he strangled her with his foot.
In the affidavit, Davis said he won Gray's trust with a fake social media profile and a prepaid phone. Posing as someone else, he convinced Gray to meet him at the school, he said. Davis told police that when he arrived at the school, Gray was surprised to see him.
After waiving his rights and confessing to the girl's murder, Davis led police to several locations to recover evidence of the crime, according to the affidavit.
Carrollton police said they never issued an Amber Alert for Gray's disappearance Friday because there wasn't any evidence to indicate she was in danger.
"At that point in the investigation, until we found the body, [there] really wasn't any evidence that anything had happened to her," Jon Stovall, a Carrollton police spokesman, told NBC. "It didn't meet the elements of Amber Alert, anyway, for that. So once we got to the point where we that she wasn't a runaway, we got enough information, we requested assistance from the media in locating her. Literally in minutes of us doing that, her body was found in Irving."
Police added that there is no indication that anyone else is involved in the teenager's death.