Davies experienced the misery of being relegated with West Brom and he is convinced Newcastle can regain their Premier League spot.
He said: "I have a lot of sympathy with Newcastle. I don't think many players in our dressing room have suffered relegation and I know how hard it feels.
"Mine was not on the last day, we knew at West Brom three games before the end of the season, but it was still a tough pill to swallow.
"I am sure they will bounce back. I know people say you are never too big to go down but their infrastructure is that of a Premier League club and I am sure they will return."