Mourinho has made it clear to his squad that a tangible reward for a successful season would be a trophy.
"I think the gaffer has drilled into us that we are here to win something this year," Davies said.
"It feels like it's been a long time coming to try to win something but everyone at this club is determined to.
"It's not easy to manage a big squad with the number of good players we've got here but everybody is pulling in the same direction.
"There are players on the bench and players some weeks who aren't even in the squad, but you can see when they get their chance to play, it's 100 per cent effort and 100 per cent desire and that's fully across the team. It comes from a desire to win something."
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