Davies is out of contract in the summer and he has admitted that keeping his side in the top flight would be a special way to end his nine-year spell at the Reebok Stadium.
He told the Daily Mail: "It's a weird kind of feeling, but I've been visualising seeing all our fans down there. That nailbiting stuff going into the last few minutes with clearances off the line before someone emerges as the hero.
"I've been dreaming of that all week. I suppose it's similar to being in a cup final where we're going to need something heroic.
"And if it was to be my final game, it wouldn't be a bad way to go out, doing something special to keep us up."
Sunderland are reportedly interested in signing Davies if he fails to renew his contract with Bolton.