It was a worrying start as Victor Moreira appeared to be knocked out by a challenge from James Chester, and the Andorran needed treatment on the pitch during a break of around seven minutes before eventually being stretchered off.
The early stoppage did not seem to have an impact on the hosts, who quickly took control of the game as Gareth Bale sprinted past a couple of defenders before testing Ferran Pol with a powerful strike from a tight angle.
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A mistake from the visitors almost gifted Wales the opening goal when Max Llovera got too much on a header back to Pol, who backtracked quickly to tip the ball over the crossbar.
Unsurprisingly, Andorra offered very little at the opposite end of the pitch as Wales dominated throughout the first half, but another opportunity passed the hosts by when Sam Vokes headed over from a promising position.
Opportunities continued to arrive in first-half stoppage time as Dave Edwards headed wide from a Bale cross, before Davies curled just over.