Davis struggled to find her range from the start and was broken in the first game. That set the tone for the next few games as she racked up the unforced errors and Pegula raced into a 4-0 lead in less than 15 minutes.

Davis finally found her forehand power to get on the scoreboard but Pegula's pinpoint backhand meant she never got close to breaking back. The Australian Open quarter-finalist wrapped up the first set comfortably.

It was a different story in the second set, Davis making sure she held serve in the opening game with a couple of drop shots, forcing Pegula to go long and held again to lead 2-1.

Both players struggled with a gusty wind at times, but Davis began spraying the ball across the court with power and precision. A close second set lasting over an hour went to a tiebreak, with Davis winning to level the match.

Neither player looked entirely comfortable on the Court Two lawn, each making more than 30 unforced errors in total. But Pegula got the crucial break in the decider to lead 5-3 when Davis hit a backhand into the net.

The world number four closed out the match with a high backhand volley to advance to the second round where she will face Spain's Cristina Bucsa.

"Definitely a tough match. I think Lauren is a good grasscourt player. Obviously, she's had great results here before, beating (Angelique) Kerber a few years ago," Pegula told a press conference.

"I hit kind of flat so it stays low for her, especially on the grass," she added.

"It was very windy, so it was hard to really feel like you could get any momentum going because then you'd have the wind gusting. It would kind of keep you off balance and unstable," she added.

Pegula was joined in the second round by compatriot Alycia Parks who enjoyed a 6-4 6-3 Wimbledon debut win over Germany's Anna-Lena Friedsam but there were defeats for Claire Liu, Peyton Stearns and Katie Volynets.