The Lilywhites' hoodoo at the national stadium continued on Sunday afternoon as they slipped to a dramatic loss at the hands of their London rivals.
Spurs have now lost eight and won just one of their last 10 matches at the national stadium, which is their adopted home for the 2017-18 campaign while their new ground is being built.
Speaking to Sky Sports News at full time, Davies said: "It is nothing to do with the stadium. We put in a decent performance today and on another day we could have won.
"It is difficult when you lose the game, we felt like we created some decent chances but in the end it was not enough. Their aim was to make it difficult for us, they did do that but didn't pose much of a threat."