The 48-year-old actress will join the cast of 'Fatal Attraction', a stage version of the hit 1987 film, which centres on an extra-marital affair gone wrong, reported Daily Telegraph.
Davis will play wronged wife Beth Gallagher, joining Mark Bazeley, who will play her cheating husband Dan Gallagher.
"I definitely grew up thinking what I would do was theatre. And for anyone who has dreamed of doing theatre, the West End is right up there," she said.
The play, which will be directed by Trevor Nunn, opens at the Theatre Royal Haymarket on March 25 and will run until June 21.