However, while Davies admitted that it was a shock to see Steve Bruce leave the KCOM Stadium, he would like to see Phelan carry on his work at the club.
"It was a shock; I wasn't actually there the day that the manager left. The day before the manager actually pulled me aside and told me to rally the troops and make sure they knew he was going to try his best to get players in," he told Sky Sports News HQ.
"Obviously my phone was going ballistic and I found out the manager had gone. It wasn't nice, the grass isn't always greener on the other side and I was sad to see him go.
"It was just the fact that I had spoken to the manager after training the day before and he said he was going for his meeting to try and get us some help, as he said. It was frustrating that meeting went downhill and ended up with the manager leaving his post.
"I think the continuation [of Phelan] has been a big thing. He obviously takes the training, he has been our first team coach for a year-and-a-half now and the fact that he has continued with that, he has kept his style going and also he has brought a relaxed mentality to us.
"I think early on in this we didn't know whether he was going to get the job or not, whether he was going to be here for a couple of days, a week - it is looking more likely that he is going to take the job."
Asked if he would give that his full endorsement, Davies said: "100 per cent, because he has been relaxed with us, the way we have played we have tried to be positive, we have tried to go into games to try and win."