In his youth Davidson learned a trade as a machinist working for the Milwaukee Railroad. His work took him to Kansas until he was contacted by his brother Arthur and friend William S. Harley. As the story goes, the letter sent by Arthur and William said that the two had built a motorcycle and were going to let Walter take the first ride. When Walter arrived in Milwaukee for his motorcycle ride, it turned out that the motorcycle was not finished and the two had contacted Walter because they needed his help. However it actually happened, Walter left the railroad business and spent the remainder of his life with the Harley-Davidson Motor Company.