Davis joined the Black Cats in 2005 for £1.25m but was part of the Sunderland team that was relegated.
The Saints travel to the Stadium of Light on Wednesday in the League Cup.
"I don't look back at it as a successful playing part of my career," Davis told BBC Radio Solent.
"I look back at it as a learning part of my career," he said. "The lessons I learnt there I still use today and they make you stronger and give you different experiences for now and the future."
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