The Swans take on Stoke City on Saturday having won just twice in their past nine games.
The previous two have been disappointing - a 1-1 draw with Kuban Krasnodar that was secured with an injury-time equaliser, and a loss in the south Wales derby at Cardiff City.
And Davies wants to help Swansea get back to winning ways before the Premier League breaks off for a weekend of international fixtures.
"We have not had much of a look at Stoke yet as we had the game in Russia to think about," he said. "But we will now fully concentrate on working to our strengths and the way we can beat them.
"It's been a hard week for us so it would be nice to finish it with three points on Sunday.
"It's an important game because it gives us a chance to get out of the mini-slump we are in and get the fans back on side.
"But every team will go through a difficult run this season, everybody is desperate for that win, but no-one is at the stage where they are panicking."
A game against Stoke at the Liberty Stadium brings back fond memories for Davies as the full-back bagged his first senior goal in last season's meeting between the sides.
"I have some nice memories of that game, it was pretty clear what the goal meant to me. So I am looking forward to it, and hopefully maybe I can grab another one," he said.
"It's something I would like to add to my game and hopefully get a few more this season. Obviously it's not necessarily my job to do that but if I can chip in with a few it helps."