Davies made his comeback in defeat at Newcastle United.
"I want to be playing." the 35-year-old club captain told the Bolton News. "If you're on the bench you want to get on and make an impression, and if you're starting then you want to stay in there.
"It was great to get a start and lead the boys. I enjoyed getting back because it's been a while.
"We'll see what happens, whether I stay in the side, and hopefully I can lead us again to an important win the next time we play."