Growing up, David's favourite team was Liverpool. His favourite player, past and present, is Iker Casillas. If he wasn't a professional footballer player, he would be a streamer, and off the field his hobby is playing video games. David's favourite video game is Escape from Tarkov. When he plays FIFA, he plays as PSG. David's favourite film is Law Abiding Citizen. He also likes to collect figurines, such as Pokémon, Dragon Ball, Marvel, and more. In the future, David wants to travel the world!

He made his way through the club’s academy before signing a professional contract, aged 18, at Ewood Park. Conference Premier side Southport took him on loan for the 2014-15 season, giving him First Team experience before he returned to Rovers.

He made his professional debut in a 3-0 win over Leeds United at Elland Road on 5 April 2015, describing the experience as ‘a dream start’. He would play for a second time on the final day of that campaign, a 3-2 win over Ipswich Town.

For the next two years he battled Jason Steele for the number one jersey, making 13 appearances as the side were relegated out of the second tier.

Despite losing the first two games of the 2017/18 season, with Raya as first choice Blackburn finished second behind Wigan Athletic in League One. He made 45 league appearances in what would become his breakthrough season, staying in place for the following Championship campaign.

Rovers ended the year in 15th before Raya joined Brentford for an undisclosed fee, swapping Ewood Park for West London after 108 appearances during his time in Lancashire.

On 6 July 2019, Raya signed on a four-year contract for an undisclosed fee. His performances during the first half of the 19–20 season earned him a nomination for Goalkeeper of the Year at the 2020 London Football Awards and his 16 clean sheets in league matches during the season saw him share the EFL Golden Glove award with Bartosz Białkowski.

Raya made 49 appearances that culminated in a run to the Sky Bet Championship Play-Offs. Despite beating Swansea on aggregate in the Semi-Final, The Bees lost 2-1 to Fulham at Wembley Stadium.

He signed a new four-year contract on 2 October 2020, before ending the 20-21 season with 48 appearances and promotion to the Premier League. He earned a clean sheet in the Play-Off Final victory over Swansea City at Wembley Stadium.

He made his Premier League debut on 13 August 2021, during which he helped his team to an opening day 2-0 win over Arsenal at Brentford Community Stadium. A knee injury restricted him to just 24 league matches but his performances were enough to earn him a first international appearance for Spain.

His debut came on 26 March 2022, playing the whole game as Spain beat Albania 2-1 in an international friendly.