The result leaves the Bees in the League Two relegation zone, and one point adrift of safety with just two games remaining.
Davids said: "It's always very frustrating to concede goals from set pieces, especially as we did it just after we had got back to 1-1.
"We have to show real character to get out of the relegation zone. Teams have come from a long way behind to escape, and we must do that now.
"The Barnet fans will be vital when we play Wycombe on Saturday."
Davids, who has 74 caps for the Netherlands, joined Barnet in October last year.