Sunday's 3-0 win over West Ham saw Southampton make it four wins on the spin without conceding.
“It was always going to take a bit of time, but whenever you get off to a slow start of course you question things," said Davis. “But it was important that the manager showed us his philosophy and showed us how he wants to do things.
“It's important that the lads bought into that and you can see that now after the four wins on the bounce and we can seeing everyone's believing in it. There's confidence in the team and we're getting back to where we should be.
“We've seen an improvement in each game. Obviously it was going take a bit of time to get used to the new system and I think we're adapting to it well now and understanding our roles and responsibilities a bit better.
“Every manager's different, everybody's got their own philosophies, how they want to play and their own personalities.
“The new manager is no different from that. He's his own man, he demands certain ways and we are reaping the rewards of our work on the training ground."