Davenport is the daughter of Wink Davenport, who was a member of the U.S. volleyball team at the 1968 Summer Olympics in Mexico City, and Ann Davenport. She attended both Chadwick School in Palos Verdes Peninsula, California and Murrieta Valley High School in Murrieta, California. Davenport currently owns a home in the Irvine, California neighborhood of Shady Canyon. In 2003, she married investment banker and former All-American tennis player Jon Leach, brother of tennis player Rick Leach. Davenport took a break from competitive tennis in late 2006 and much of 2007 to have a baby. On June 10, 2007, she gave birth to a baby boy, Jagger Jonathan, in Newport Beach, California.

Her game is built largely around her groundstrokes, service return, and serve, which are considered to be among the most powerful and cleanly struck in the history of women's tennis. Her devastating return of second service is frequently taken well inside the baseline. Lack of court speed is perhaps her greatest weakness, mainly because of her size. At slightly over 6 ft 2 in (1.89 m), she is the tallest woman ever to win a Grand Slam singles title. However, she has worked to overcome this by losing weight, overhauling her conditioning program, and by becoming mentally stronger. She is an advocate for the mental game, as evidenced by her comments on the cover of "Smart Tennis: How to Play and Win the Mental Game."

Davenport hopes to participate in the Olympics in Beijing, China and in at least two of the three remaining Grand Slam tournaments in 2008. Davenport also has been named to the U.S. Fed Cup team for its first round tie against Germany in February in La Jolla, California. At the ongoing Wimbledon championships, Davenport is seeded 25th and defeated Czech Renata Voracova in the first round 6–3, 5–7, 6–3. However, due to a persisting knee injury, Davenport withdrew from the rest of the Wimbledon Championships on Thursday, 26th June, 2008.