The Scottish Tory leader was delivering a speech to journalists in the press gallery at Westminster when she ridiculed the state of politics in Britain.
Referencing recent controversies sparked by PM-hopeful Andrea Leadsom, Davidson opened her address with: “Before politics, I single-handedly saved the banking system. Speaking as a mother.”
Leadsom had been accused of over-stating her experience working in a City bank and criticised for revealing in a Times interview she believed being a mother gave her an advantage over then Tory leadership rival Theresa May.
Not holding back, Davidson launched a second joke at Leadsom, taking aim at the Brexit campaigner for describing the interview in which she made the comments as “gutter journalism”.
Davidson told reporters: “I didn’t say that, you can’t report that, and it would be gutter journalism of the lowest order.”
But the Scottish Conservative had plenty of comical criticism for Labour too, describing leader Jeremy Corbyn as “a cross between Norma Desmond and Comical Ali”.
The MSP then proceeded to draw an analogy between sex and the state of Britain’s two biggest political parties.
“While Labour is fiddling with its flies the Tories are enjoying a post-coital cigarette, having withdrawn their massive Johnson”
She also took aim at Nicola Sturgeon, the First Minister of Scotland.
Davidson declared of the SNP leader that: “Sturgeon has many fine qualities, she is just wrong about almost everything.”
The jokes earned her plaudits on social media, with users commenting there was not a “more likeable politician”.
Conservative MP James Berry described the speech as “warm, witty and passionate about the Union and social justice”.
The MSP was in London to visit new Conservative leader Theresa May, a day before David Cameron will step down as Prime Minister.
She said after paying tribute to the PM: “It was important for me to thank David Cameron on behalf of the party in Scotland for all his work.
“My talks with Theresa May focused on the need for strong and positive engagement between the UK and Scottish governments.”