Ms Davidson has taken the title Baroness Davidson of Lundin Links, the village in Fife where she grew up from the age of five and where her parents still live.
She will officially be introduced at the Lords on Tuesday by two former Scottish Tory party colleagues – former director Lord Mark McInnes and former chairman and former Advocate General Lord Keen.
Speaking ahead of her introduction, Ms Davidson said: "The job in the House of Lords is to scrutinise and amend legislation – basically, to make sure all UK-wide laws are fit for purpose.
“This is important work and it's vital that it is undertaken by a mix of people from all backgrounds and all parts of the country.
"As a teenage modern studies pupil, learning about politics at Buckhaven High School, I didn't believe that someone like me could ever have the chance to serve in not one, but two parliaments. I hope to take all of the experience I've gained over the last decade in Holyrood and put it to good use in my new role.
“I am keen to make a contribution in areas of importance to me such as gambling reform, end of life choices and the constitution, and pledge to work with members from all parties and none in reforming the House of Lords into a democratic chamber. "
The former Tory MSP, who stood down at the last election, chose to delay heading to the Lords to campaign in the Holyrood election on behalf of her party.
She has also recently worked on a documentary, Football’s Gambling Addiction, that was aired on Channel 4.
Ms Davidson, who was given her peerage in the dissolution honours list of 2019, has historically enjoyed a fraught relationship with Prime Minister Boris Johnson
She backed three candidates to be Tory leader in 2019 – Sajid Javid, Michael Gove and Jeremy Hunt – but not Mr Johnson.
Ms Davidson also declared the Scottish Tories were free to pursue their own Brexit stance “independently of government” in direct defiance to the Prime Minister less than a week after he originally took office in 2019.
In an interview with the Scottish Mail on Sunday, Ms Davidson said she “absolutely” believed there eventually be a Scottish Tories First Minister.
And she admitted she was surprised Mr Johnson had signed off on her peerage.
“I’m astonished he signed it off,” she said. “Genuinely astonished. When it came through, I was like ‘are you f****** kidding me?’.
Ms Davidson added: “Do you know what’s great about the House of Lords? Part of the oath that you sign up to is that you have to be independent minded.”
“You can tell your whips to naff off if required. That suits me just fine. I don’t think I’ve ever been accused of being lobby fodder, and I’m not going to be."
“I do sometimes think my government is wrong and I’m going to say it.
“But I do also think they’ve made a lot of right calls. Offering a path to citizenship to British passport holders in Hong Kong is the right thing to do.”