The Harris County Sherif's Office says the 85-year-old woman went missing around 1 a.m.
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Investigators found Davis walking in a neighborhood about a mile from the facility hours later.
Davis' daughter says her mom has been struggling with memory loss since she got sick a few weeks ago.
The family does not know why Davis walked out or where she planned on going, but they want answers.
"What we do know is she managed to leave out of here without anybody seeing," said a family friend, Sybil Anderson.
Davis is getting checked out at Lyndon B. Johnson hospital, but according to her family she's walking and looking healthy.
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ABC13 reached out to representatives at Legend Oaks Healthcare and Rehabilitation, but they had no comment.
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