I know what he is going through because I have been there myself. One Friday in May 1994, as a junior government whip, I was informed by Downing Street that a student at the London School of Economics, jealous at my holiday in Barbados with a fellow male student, aged under 21 (before the age of consent had been reduced to 18) had sold an under- age gay sex story about me to the News of the World for pounds 10,000.
My instinct told me that the minute that the story broke on the Sunday morning I would be under siege by media doorstepping. Whatever the truth or otherwise of the newspaper story, so long as I remained in the government my life, and more important that of my family, would be made hell. I would have been incapable of carrying out my duties in government and would have been forced to resign eventually.
I decided, therefore, on the Saturday night before the newspapers hit the news stands to resign. In a one-line fax to a well respected Press Association journalist, cleared by Downing Street, I resigned.
The worst thing was the doorstep hounding of my family and neighbours. I was the lucky one. Getting wind of the likely turn of events I went to stay with David Davis, my neighbouring Humberside MP, so no one could contact me.
I suppose this was cowardly of me but, while I could face the consequences of losing my job, I simply could not face the rat-pack crawling all over my garden sticking zoom lenses into every window of my house.
The village I live in, in my constituency, was suddenly overrun with cameras, soundmen and journalists all playing tricks on my neighbours offering some of them cheques if they would report on the slightest comings and goings.
My advice to Mr Davies it to concern himself solely at this stage with nothing except the welfare of his family and to give no further interviews. If I were him I would go to ground and stay out of sight for the next few days. His family will be the rock which will sustain him in the days and weeks ahead, but there will be tense moments in the privacy of his home.
Family loyalty, is, however, stronger than party loyalty. But the absolute requirement in the immediate aftermath of this personal crisis must be total privacy.
As soon as he feels mentally strong enough he should then get back in the chamber of the House of Commons and face his colleagues.
At first he will think the whole world is looking at him. It will be, but he will be received with sympathy and understanding by all of his colleagues in all political parties. The warm camaraderie of the Commons can be the best tonic for overcoming adversity.
The media circus will get bored and the caravan will move on. I fear it is unlikely that Mr Davies will have a ministerial future, even in Wales, and the sooner he accepts this brutal fact the easier it will be for him to repair his life. He is still a widely respected MP and this, in itself, is still a wonderful job without the burdens of ministerial office - as I quickly discovered.
He may not be quite as lucky as me. Four days after my resignation the then Labour leader, John Smith, died and the media forgot all about me. The press will soon forget about this incident.
The resignation of Ron Davies is a personal tragedy for him and his family, but a triumph for the Downing Street control machine, which has passed its first test in handling a ministerial resignation.
Michael Brown was Conservative MP for Brigg and Cleethorpes from 1979 to 1997. He now writes a weekly column for The Independent.