Nathaniel came to the United States in 1884 to his brother (likely Gamaliel) who lived in New York. In 1886 he was attending Eaton School in New Haven, Connecticut, was a member of the United Church, and opened a store to sell goods from Turkey which his brother imported. Nathaniel later went into business and his brother as rug merchants of the firm Davidyan Bros., of New York and Kansas City, Mo. Nathaniel became a U. S. citizen in 1893. He and his wife Anna had a son Charles in 1891. Nathaniel separated from his wife by 1897 and was living in Philadelphia, where the divorce was finalized in November 1898, immediately after which he married Leah Jacques Johnson on November 30, 1898. She died in 1907 and on July 22, 1908 he married Grace Winegar in Lancaster, Virginia.

Some articles on his early years in the US:
N. K. Davidyan, the gentleman who has been weaving Turkish rugs in Bradley Bros. window, objects to being called a Turk. He says be is an Armenian and a Christian, and not a Turk and Mohammedan. He has been in America since 1884 and proudly announces that be is a citizen of this country. He is one of several brothers who are now engaged in business as importers, one of whom has recently arrived and lives with him.

The Happy Nuptials of One of Newark's Fairest Belles.

The marriage of Mr. Nathan K. Davidyan, of Kansas City, Mo., and Miss Anna M. Wesson, of Newark, Ohio, took place this morning January 25, 1890, at the bride's residence on West Locust Street, Newark. The wedding was very private and the words which united the two loving hearts were pronounced by Rev. Henry Johnson of the Trinity Episcopal Church. After the wedding ceremony an elegant dinner waa served and Mr. and Mrs. Davidyan left for their future home in Kansas City, Mo. The happy couple were the recipients of many beautiful and valuable presents, some being sent by Mr. Davidyan's parents in Armenia.