Lucy Davis was one of the children that Missy was a governess for as well as her brother. She liked to draw and showed one of a Sphinx to Missy. When they visited Crystal Palace, Oliver and Lucy hid inside a dinosaur. She helped Missy in her investigations. She started to become weary of Missy. She tried to stop Missy's plans unaware that this action was meant to help her plan come to fruition. (AUDIO: A Spoonful of Mayhem)
After reading her brother's rescue following reading his letters home, and she brought Strax with her. She infiltrated the school as a housemaid. She suggested to Strax that they get Cosmo to help stop Missy. (AUDIO: Brimstone and Terror)