According to TMZ, the pair were arguing in public moments before Davis lost his cool and escorted her out.
Davis, a WBA lightweight champ, was forced to defend his actions on Instagram after a video of the incident went viral.
The American confirmed he "was aggressive" but wanted to reassure fans that he "would never hit her."
A statement read: "I never once hit her.. yea I was aggressive and told her come on …
"That's the mother of my child, I would never hurt her other than that happy New Years … January was trash."
Davis' Instagram account now shows zero posts.
The Coral Gables Police Department released a tweet showing Davis under the headline "arrested".
After turning himself in, Davis was transported to Turner Guilford Correctional Center for processing.
Davis claimed the vacant WBA lightweight title in December with a savage knockout of Yurorkis Gamboa in the 12th round.
The protege of Floyd Mayweather Jr., his current record in the ring sits at 23-0 and many have been to see him take on pound-for-pound star Vasyl Lomachenko.