And not the wedding variety.
The 58-year-old is into 1990's electronic dance music - Leftfield to give it the right name - and he is bringing his critically acclaimed DJ skills to the city's Tramlines music festival.
He's spinning the wheels of steel at the Millennium Gallery on Saturday, July 23, from 10,30pm.
AUDIO: Listen to Steve Davis talking about his DJ hobby and playing Tramlines in an exclusive chat with Digital Editor Graham Walker on his Audioboom Big Interviews Channel - CLICK HERE.He's just done a little warm up ahead of Tramlines, playing Glastonbury.
So does this put to bed the old Spitting Image of a boring six-time world champion...is the real Steve Davis actually a late night party animal?
Steve hesitates for a second, like he's weighing up a shot to pot the black for a world championship title, but then hits the question hard, back of the pocket: "No. Not at all!"
In an exclusive chat - hear it in full online - he adds: "We've only done a couple of late nights. But it's not really about the partying, it's about the music. Music can be heard at any time during the day and that's the Tramlines festival for you. It's not about staying up late. It's about actually listening to the music."
He's particular about what music he plays.
Pop doesn't do much for him. He has a passion for soul music. But you won't hear him DJing the likes of My Girl by The Temptations.
But Steve says it's wrong to say he's now all techno and he will be playing some of his latest favourites at Tramlines. His set at Bloc Festival in 2016 was critically acclaimed for his eclectic choice of underground electronic music.
He said: "It's not exactly techno, as some people have explained it, but it's certainly Leftfield and I think it fits in quite nicely with the diversity of Tramlines.
"We play stuff that is foot tapping - it's certainly not avant-garde in that you would wonder what on earth is going on. The stuff we play live is listenable to and arguably danceable to as well," he said.
"We play CDs and vinyl. We haven't got any USB sticks or hard drives. There's no mixing going on, no beat matching - it's just one track after the other of what we consider to be excellent artists.
"If there's any cross over between the two they could clash violently. We are not skilful in that department. We are not real techno DJs whatsoever."
Initially progressive rock bands caught his ear, then in the 80s and 90s his tastes progressed to jazz-rock, jazz-funk and soul.
He began broadcasting on his local radio station, Phoenix FM, 20 years ago and for the past ten he’s focused “new music made by forward-thinking people including electronic artists”.
He added: "Fortunately my radio show that I did on my local community radio station was picked up by the Bloc Weekend lads and they invited myself and my co-pilot Kavus Torabi, who is a musician, to go and play live at the Bloc Weekend at Butlins, in Minehead.
"We had such a good time of it that we decided it might be fun to do others.
"I wouldn't say the phone hasn't stopped ringing, but because of an iPlayer piece that was on television recently, it's got a bit more interest and we are doing a few more live outings.
"The radio show has been a back water really, obviously not a big station at all but you can listen to it online. We've slowly built up a following of people that like weird and wonderful music.
"But the brief of the show is to get people to listen to music they might never have known existed and it crosses into the likes of say Frank Zappa and Captain Beefheart and some of the early clever prog stuff, through to Gentle Giant and things like that through to the electronic stuff, which is cutting edge in its own way.
"We have other festivals lined up, Not that it's a career. But it's good fun. It sort of extends our DJing radio presenting brief.
"There's a few electronic artists but it's a case of being open minded. There's so much genre pigeon-holing that unfortunately you tend to try to stay within your barriers. The problem, with that is you miss out on some other great music so what we try to do is play cross section of stuff that appeals to anybody who likes decent music. It doesn't really matter which genre it's in as long as it's decent.
He played in what is acknowledged as the greatest snooker world final of all time, back in 1985, when Dennis Taylor, in his famed upside down glasses, against all odds became world champ beating him by potting the very last ball in an epic 70-minute last frame, to win 18-17.
It played out in front of an audience of 18.5 million – still a record for any programme on BBC2. Now Steve is happy to DJ in front of small numbers in intimate rooms. But he can expect a big welcome in his second home, Sheffield.
"It's not really the same gig at all. DJing is just in a room with the people that are in there and the experience of doing it live or on the radio. It's more of an intimate thing," he says.
"We are playing the Millennium Gallery, which is quite an experimental place and I'm looking forward to it.
"I've probably lived about a year and a half of my life in Sheffield, so that part of it is nice - to come back and do something different to playing snooker.
"IWhen they asked me I thought I've got to do it for the fun of it. At least I know how to get to the venue.
"I've not been to Tramlines before, I'm hoping to come up for a few days. There's a couple of artists I want to see."
* Tramlines, the UK’s largest and most musically diverse inner-city festival, with its four outdoor stages and 17 venues, will take place from Friday to Sunday, July 22 to 24.
Other big names already-announced for this year's festival include Dizzee Rascal, Catfish and the Bottlemen, George Clinton, The Enemy, The Dandy Warhols, Sheffield's own Everly Pregnant Brothers and the city's Radio 1 presenter and fellow DJ Toddla T. Full details and tickets at tramlines.org.u