After being picked to partner Jamie Roberts in the centre for last Saturday's series decider, Davies was part of a backline which produced three quick-fire second half tries.
Scores from Jonny Sexton, George North and Roberts sealed a 41-16 win and with it a place in history for Warren Gatland's squad.
The backs may have sealed the win but it was the forwards, where the likes of Alun Wyn Jones, Alex Corbisiero and Toby Faletau excelled, who were reserved for special praise from Davies.
"I think all tour the forwards have been superb," said the centre following the series triumph.
"They've shown dominance in every game and it was the same again. It's great to play behind all that, so credit to them."
Davies formed a vital part of the Lions' first Test series success since 1997 and will fly home from Australia with the rest of the squad on Tuesday.
On his thoughts after winning the series, the 25-year-old added: "It's an incredible feeling. All the effort we've put in as a squad over the past eight weeks and it's come down to that. It's something special I'll never forget.
"The big thing we said was that we hadn't played any rugby in the first two Tests.
"We knew we were capable and if we took chances that came about we could really perform and we did that.
"Just to be a part of that is something very special."
Davies was one of 10 Welshmen to start the final Test in Sydney with Alun Wyn Jones leading the side in place of the injured Sam Warburton.
Fellow international Leigh Halfpenny was named British & Irish Lions Player of the Series and of his fellow Welsh teammate, Davies added: "Credit to him, he's probably one of the most hard-working people I've ever seen.
"He works so hard on his positional play and he has to take the goal kicks as well. He's been outstanding all tour."
Summing up the trip as a whole, Davies commented: "This series just shows the importance of the Lions.
"It happens every four years and we're part of a small bit of history.
"The boys have worked pretty hard for it and I think it's something very special and long may it continue."