Japan levelled the series in Tokyo with an historic 23-8 victory at Prince Chichibu Memorial Stadium, their first success over a team ranked in the world's top 10. However, it was an embarrassing climax to a season that had seen Wales clinch the Six Nations title for a second year in a row.
Wales visited the Far East with 10 uncapped players, while a further 10 members of the group had made fewer than five international appearances. However, Davies believes the new internationals will learn from the loss. He said: "We have just got to take it on the chin and we will learn from this."
He continued: "The biggest positive from the tour is that we brought 27 boys away who were very inexperienced and now they have got the experience of Test rugby. Hopefully when they are given their chance again in the future, they will know what it's about, what to expect and perform better."
Inexperience combined with temperatures of 32 degrees in both Osaka and Tokyo left a youthful Wales side struggling to contend with an ambitious and well-organised Japan team who outscored their visitors two tries to one in both games.
Davies said: "I am every impressed with Japan and they are going to have more big victories soon. They play an entertaining style of rugby to watch, though not so much to play against. I didn't think it was possible after the first game [in Osaka] but it felt even hotter in Tokyo. It was tough to play in, but that's not an excuse because we had two weeks to adapt.
"When we had the ball we created a lot of problems for Japan, but at the end of the day they took their chances and we didn't. We lost because we didn't take our opportunities, not because of the weather."
Wasteful Wales trailed 6-3 at half-time until Tom Prydie crossed early in the second half. But they conceded two tries in quick succession before controversially having a try ruled out by referee Greg Garner, who did not have the benefit of a television match official.
Davies said: "It was difficult, one of those games when everything went right for them and wrong for us."
Japan face Canada in the Pacific Nations Cup this week hoping to build on this historic success. Captain Toshiaki Hirose said: "This was a special moment for Japan rugby but we have to keep moving forward and not go backwards."