Davis became the fourth player in major league history to homer in his first four games of the season, joining Willie Mays, Mark McGwire and Nelson Cruz. He is 9 for 15 (.600) with four homers and 16 RBIs.
The Orioles trailed 5-4 before loading the bases with one out in the eighth against Casey Fien (0-1). After Adam Jones tied it with an RBI single, Davis greeted Tyler Robertson with an opposite-field shot to left on the first pitch.
The grand slam set off a wild celebration from the sellout crowd of 46,653.