Earlier this week, Arsenal midfielder Jack Wilshere raised the question of who should be eligible to play for England, and Davies has revealed that he once turned down the opportunity to play for Scotland, despite being born in Sheffield.
The 36-year-old told Sky Sports Radio: "I had the opportunity to play for Scotland, and with Davies you think that there's a bit of Welsh in there so I could have pursued those avenues
"But for me there was no doubt. It's either England or nothing."
The topic has been heavily debated in the past week after it emerged that Manchester United winger Adnan Januzaj is eligible to pick between a selection of different nations, including England.