Davidson became separated while firefighters battled flames in the basement of a building being used as a movie set in Harlem. He was later found unconscious and died later at a hospital.
Davidson was appointed as a Firefighter in May of 2003 and assigned to Engine Company 69 in Harlem.
His father was a firefighter for 26 years, and they worked in the same firehouse until his father retired.
His brother, Eric, is also an 11-year veteran, of Engine Company 88 in the Bronx.
"Our entire department, our entire city, mourns this horrific loss of a very brave firefighter," FDNY chief Daniel Nigro said.
Davidson of Floral Park, New York, is survived by his wife, Eileen, and their four children; three daughters, ages 7, 3, and 1 and a son, age 6.
The FDNY said that Davidson was cited four different times during his time at the department for his bravery while on duty.
He is the 1,150th member of the Department to make the Supreme Sacrifice in the line-of-duty. His death comes eight days after the deaths of Lieutenant Christopher J. Raguso and Fire Marshal Christopher T. "Tripp" Zanetis, who died in an American military helicopter crash in Iraq.