Having lost to Manchester United and Tottenham, Michael Laudrup's Swans side were in need of a result to lift them off bottom spot and duly delivered with Hernandez teeing up Davies for the opener before applying the finishing touch in the 83rd minute.
Swansea had started lethargically, but West Brom failed to convert a lively start into goals and paid the price when Davies' second career goal left them chasing the game.
They could not find a way back into it as the game progressed and instead found themselves opened up at the back in the closing minutes.
While Swansea's campaign is now up and running, Albion head into the international break with one point from three matches.
The day had started with Steve Clarke confirming Nicolas Anelka's return to the fold, less than two weeks since his mooted retirement, by including the striker in his starting XI.
His name was the most notable on Clarke's team sheet but there was also a first league start for on-loan Manchester City winger Scott Sinclair, against his old club.
Swansea showed six changes from the side that took on Petrolul Ploiesti in Europa League qualifying, with a handful of senior men restored.
Wilfried Bony won a dangerous free-kick for Swansea after just two minutes, Jonjo Shelvey curling his effort over the crossbar from just outside the area.
But otherwise, the opening stages were all about West Brom.
After several early half chances, they came close to the opener when Sinclair's free-kick from the right was headed towards the bottom corner by James Morrison but struck his unwitting team-mate Shane Long and bounced clear.
Then, entirely against the run of play, Davies struck.
Hernandez was the provider, attacking the left of the West Brom defence and finding Davies at the second attempt, his first cross having been headed clear.
When the ball fell for the left-back, he met it with a crisp side-footed volley that left Boaz Myhill rooted.
The goal gave the visitors new confidence and a clever piece of footwork from Bony on the halfway line could have left West Brom exposed had Gareth McAuley not dragged the Ivorian down and earned a booking.
The closest the hosts came to levelling before the break came after 31 minutes when Shane Long fed Anelka and he just missed the target with a powerful low shot.
Morrison made way for Graham Dorrans at the break but with an hour gone, West Brom were still behind and hardly threatening.
Swansea's game plan appeared to be a conservative one if Shelvey's increasingly deep positioning was anything to go by.
With half-an-hour to go, Michu might have found himself in trouble with a fussier referee or a more dramatic opponent. The Spaniard took offence to a foul by Claudio Yacob and responded by pushing him in the chest, picking up nothing worse than a yellow card.
Mike Dean took Jonas Olsson's name next, the defender having tangled with Bony on the touchline.
It was Bony's final involvement before being replaced by Jonathan de Guzman, a swap that saw Michu move up front.
With 70 minutes gone, Wayne Routledge spurned a wonderful chance to make it 2-0, racing clear for what should have been a one-on-one with Myhill only to hesitate and allow McAuley to make a clinical blocking challenge.
McAuley's header at the other end was close to levelling the scores moments later but it was to get worse, not better for his side.
Hernandez, shortly after grazing the crossbar from 20 yards, was on hand when Michu unselfishly rolled the ball across the box from close range.
Michu might have shot from an awkward angle, but instead left his fellow Spaniard with a near open goal to power his shot into.