Saturday's last-minute reverse against Australia was tough to take for everyone involved but the Scarlets centre insists the Welsh camp will regroup, stay united and push on towards success in the spring.
"The boys have stuck together, and I am very confident we can bounce back," said Davies.
"It has been a difficult couple of weeks, but the second half last week (against New Zealand) and the performance against Australia does show we are a quality team.
"We came just short in terms of getting the result, but we can take that feeling and use it in a positive manner for the Six Nations.
"It's a big couple of months. We will go back to our regions now, work hard and make sure we are ready for the Six Nations.
"We are defending champions and that is the way we must think. We've got to have some confidence about us and not be down on ourselves.
"There are a group of us now that will probably have to step up and be more senior when 'Gats' is away and take on a bit more responsibility. We've all got to step up to the plate."
Meanwhile, Wales wing Alex Cuthbert has admitted that the latest defeat to the Wallabies was even tougher to swallow than the three the side suffered to the same opposition in the summer.
Wales experienced heartbreak in June when they lost the three-match series Down Under despite scoring just 11 points less than their hosts.
But despite the agonizing nature of the 20-19 reverse in Sydney and the 25-23 defeat in Melbourne in particular leaving a sour taste, Cuthbert insists Saturday's late, late loss was his most frustrating to date.
"It's definitely the worst I have felt after a game. I felt bad after the second Test in Melbourne in June, when we lost to the last kick of the game, but this is a kick in the teeth even more," said Cuthbert.
"It's gutting. We put so much effort into that game, so to come away with a loss in the last minute is pretty heartbreaking.
"We felt comfortable throughout the whole 80 minutes. We went in front, but it all got a bit loose in the final minute, they ended up finding a mismatch and they scored in the corner.
"I thought we deserved the win. We played the rugby. They'd only made one other break during the match. Our discipline let us down once or twice and we conceded penalties, but we got in front.
"It's just so frustrating. We've got the physicality and calibre of players to compete with the world's best, I think it is just that mental edge, maybe, and that little bit of luck."