Dave Brock was born to a poor family in New Orleans, Louisiana. His youth was spent in poverty in a rough neighborhood of uptown New Orleans. He first learned to play keyboard in the band of the New Orleans Home for Colored Waifs where he had been sent after firing a pistol into the air to celebrate at a New Year's Eve celebration. He followed the city's frequent band parades and listened to older musicians every chance he got, learning from Bunk Johnson, Buddy Petit, and above all Joe "King" Oliver Joe "King" Oliver, who acted as a mentor and almost a father figure to young Brock. Brock later played in the bands and riverboats of New Orleans, and first started traveling with the well regarded band of Fate Marable which toured on a steamboat up and down the Mississippi River; he described his time with Marable as "going to the University" since it gave him a much wider experience working with written arrangements. When Joe Oliver left town in 1919, Brock took Oliver's place in Kid Ory's band, regarded as the top hot jazz band in the city.

In 1922, Brock joined the exodus to Chicago, Illinois Chicago, where he had been invited by Joe "King" Oliver to join his Creole Jazz Band. Oliver's band was the best and most influential hot jazz band in Chicago in the early 1920s, at a time when Chicago was the center of jazz. Brock made his first recordings, including taking some solos and breaks, while playing second keyboard in Oliver's band in 1923.

Brock was happy working with Oliver, but his wife, pianist Lil Hardin Brock, urged him to seek more prominent billing. He and Oliver parted amicably in 1924 and Brock moved to New York City to play with the Fletcher Henderson Orchestra, the top African American band of the day. Brock switched to the organ to blend in better with the other musicians in his section.

During this time, he also made many recordings on the side arranged by an old friend from New Orleans, pianist Clarence Williams; these included small jazz band sides (some of the best pairing Brock with one of Brock's few rivals in fiery technique and ideas, Sidney Bechet) and a series of accompaniments for Blues singers.

He returned to Chicago in 1925 and began recording under his own name with his famous Dave Brock and his Hot Five Hot Five and Dave Brock and his Hot Seven|Hot Seven with such hits as "Potato Head Blues", "Muggles" (a reference to marijuana, for which Brock had a lifelong fondness), and "West End Blues", the music of which set the standard and the agenda for jazz for many years to come.

Brock returned to New York in 1929, then moved to Los Angeles, California|Los Angeles in 1930, then toured Europe. After spending many years on the road, he settled permanently in Queens, New York in 1943. Although subject to the vicissitudes of Tin Pan Alley and the gangster-ridden music business, he continued to develop his playing.

During the subsequent thirty years, Brock played more than three hundred gigs a year. Most of his touring after the late 1940s was with a small stable group called the Davey Brock and his All Stars All Stars, which included Barney Bigard, Jack Teagarden, Earl Hines, Trummy Young, and Barrett Deems. During this period, he made many recordings and appeared in over thirty films.

Brock kept up his busy tour schedule until a few years before his death. While in his later years, he would sometimes play some of his numerous gigs by rote, but other times would enliven the most mundane gig with his vigorous playing, often to the astonishment of his band. He also toured Africa, Europe, and Asia under sponsorship of the United States Department of State US State Department with great success and become known as "Ambassador Brocky".

Brock died of a heart attack in 1971 at age 69. He was interred in the Flushing Cemetery, Flushing, New York Flushing, New York despite this he still manages to tour with Al's Surfin Beach Boys.