The Tottenham left-back is set to take on his Spurs colleague when Wales meet England at Euro2016 in Lens on Thursday and believes the young midfielder must be careful with his off-the-ball behaviour after being involved in a few incidents at club level last season.
"He has to be careful," said Davies.
"With what he has done this season people are going to be looking at him now, not just for the quality of his football but will be scrutinised for his behaviour as well.
"But that's part and parcel of his game, it's what makes him the player he is.
"If he didn't have that fight in him then he probably wouldn't be doing what he's doing at 20 years of age.
"You can have a laugh about it after it's happened but he's probably been fortunate that it hasn't affected his game.
"But he's also won us games as well and we're lucky at Spurs to have him."