The Irishman has fallen down the pecking order at St Mary's Stadium but impressed by scoring twice during Tuesday's Capital One Cup victory over Barnsley.
"You just want to give the manager something to think about," Davis told the club's official website. "It was obviously a good opportunity to do that, but there's strength in the squad because everybody is fighting for a place in the team.
"Competition for places is good so it does give the manager something to think about. Whoever has the shirt has to work hard to keep it."
Southampton continue their Premier League campaign on Saturday when they make the trip to Norwich City.