The Welshman started all three of the tourists' Test matches against the Wallabies as they secured their first series win in 16 years with a 41-16 victory in the decider in Sydney on Saturday.
Davies, who returns home with the rest of the squad on Wednesday, admits that he will never forget the "special" feeling of winning a Lions tour.
"It's an incredible feeling," Davies told the Carmarthen Journal.
"All the effort we've put in as a squad over the past eight weeks and it's come down to that. It's something special I'll never forget.
"It's been a huge roller-coaster but we clicked and it was a great feeling. We played a game plan people were questioning in the week. But we proved it was a winning game plan so well done to Warren Gatland."
Davies has 36 caps for Wales.