In-form winger Bale has been the driving force behind Spurs' Premier League top-four push this season, scoring 16 goals.
Davies played alongside him in Wales' World Cup qualifiers against Scotland and Croatia over the international break but they will be on opposing sides at the Liberty Stadium on Saturday.
The 19-year-old says he will not alter his usual game to deal with Bale but is looking forward to testing himself against the Spurs ace.
Asked if he had any ideas how to stop the 23-year-old, Davies said: "Not really to be honest. You just play your normal game and see what happens.
"It is going to be a challenge we are looking forward to. He is a top player so it is going to be a big test for us.
"We will do our best to keep him quiet. I won't be fazed by that. It is something I am looking forward to. I want to test myself against the best and he is in my opinion."
Meanwhile, Davies' Swansea team-mate Michu has revealed he wants to end his playing days at former club Real Oviedo.
The striker has made a big impact this season since joining the Swans for £2million from Rayo Vallecano last summer, scoring 19 goals.
Michu was born in Oviedo and says he hopes for an eventual return, saying: "It would be my dream to go back to Oviedo and retire there because it's my home and my team. I feel so loved there."