First Minister Alex Salmond intends to hold a referendum on Scottish independence in autumn 2014.
Davidson will lead the group, Conservative Friends of the Union (CFU), which she said will be open to anyone, not just party members.
The campaign group is being organised on a local government basis and the party said anyone who shares its support for Scotland remaining part of the UK can sign up for their local CFU group, which will be launched over the summer.
Davidson said: “The battle has started that will determine the very existence of the United Kingdom.
“Like millions of other Scots I’m proud to be both Scottish and British and I look forward to standing shoulder to shoulder with people right across Scotland to preserve one of the most successful political and economic unions in the world. The retention of our place in the United Kingdom will be an absolute priority for me until the referendum is held, and I will fight for it with every fibre of my being.
“The Conservative Friends of the Union will help to lead that fight and will be a home and a voice for all Scots who want to see a fair, prosperous and safe Scotland stay within the United Kingdom.”
CFU will be launched on Friday at the Scottish Conservative party conference in Troon, Ayrshire.
Meanwhile, more than 5,000 people are said to have so far responded to the Scottish Government’s consultation on the forthcoming referendum.
Cabinet Secretary for Government Strategy Bruce Crawford welcomed the contributions and encouraged more people to make their views known about how they think the referendum should be run.
Due to close on 11 May, the consultation – Your Scotland, Your Referendum – has now reached its halfway point.