The Welsh region had lost their first five matches in Pool Six, but ended their European campaign on a winning note thanks to tries from man of the match Lloyd Williams and replacement Michael Paterson, as well as 16 points from full-back Leigh Halfpenny.
"It was very important to get the victory," Davies said.
"It's not very pleasant losing six games in the Heineken, I can tell you."
"That was good. We got the result and we haven't finished bottom of the table, which is just reward for all the hard work we've put in.
"We've played some good rugby during the first five games and not had many rewards for it. That was a pleasing way to finish."
Sale scored tries through front-row forwards Tommy Taylor and Aston Croall.
Reflecting on the game as a whole, head coach Bryan Redpath said: "We had our opportunities. We had loads and loads of pressure and the chances to win.
"But there were a couple of defensive errors we lapsed on and gifted 12 to 15 points for them."
- Sports & Recreation