Before their trip to the West Country on Saturday, Wasps had notched up an impressive eight wins out of nine both domestically and in Europe.
But despite the game being effectively a dead rubber with both sides having failed to qualify for the knockout stages of the cup, Gloucester were in dominant mood, crashing in five tries for a 36-5 win.
The result left attack coach Stephen Jones labelling it a poor showing across the board and a performance unrecognisable from recent weeks – criticism Davies agrees was not without reason.
But with a chance to make amends this Sunday against local rivals Harlequins – the first of four consecutive Aviva Premiership games – the 23-year-old knows it would provide the perfect response.
"It was a frustrating day last weekend, it was just a combination of us not being on the money on the day and Gloucester playing really well," said Davies. "We came away very disappointed and we feel we have a point to prove this weekend against Harlequins.
"After the run we had been on in the last seven or eight weeks, it was disappointing we did not carry that on.
"I think it was fair what Stephen said, hopefully we can take that to heart and prove a point and show we can do what they want us to do and that is to play in a good way and to our potential.
"It's a very important block of four games we have got coming up and we are really looking forward of it.
"We are only a point behind Harlequins in the table. That's the thing about this season, I don’t think it's ever been closer in the middle of the table.
"So we have to take this block of four games, get back to winning ways and get back to the form we had before Gloucester."
Battling for the number nine shirt alongside Joe Simpson, Davies has made 14 appearances in a Wasps shirt this season, including six starts in the Aviva Premiership.
The recent arrival of former Australian scrum-half Brett Sheehan until the end of the season has also increased the competition but Davies was quick to praise his addition.
"It's great to have Brett on board, and it gives me a chance to pick his brain whether that be technically or tactically," added Davies.
"With Joe here, who is a player who can do things in the Premiership that a lot of nines can’t do, and Brett with his experience, there is a really good competition for places and it pushes us on.
"I feel like I am improving and learning all the time. Rugby is a confidence game and every game I play in the team I’m feeling more confident.
"I’m just grateful for the amount of game time I have received this season."
- Sports & Recreation
- Aviva Premiership