Of all the 12 men Mick McCarthy recruited in his attempts to build a side capable of surviving in the top flight, Davis was perhaps the one player expected to have the least difficulty in making the transition to the Premiership.
However, his blunder at Chelsea gifted Geremi the opening goal in a 2-0 defeat and he was involved in the mix-up which led to West Bromwich claiming a late equaliser to deny Sunderland their first win of the season nine days ago.
A week on, however, the Bedford-born player proved his class with a string of fine saves at the Riverside Stadium to lay the foundation for a famous derby victory over Middlesbrough as Sunderland ended their long wait for a Premiership win.
Delighted as he was to have proved his critics wrong, he played down the pressure of his first few months in the North-east.
"I don't get too worried about criticism," he said. "At the end of the day I've always believed it's a team game and as a goalkeeper you are going to come in for criticism when you are bottom of the league and you have conceded goals and things aren't quite going the way you would like.
"But on Sunday I was just pleased to have a few saves to make and make a contribution to a win. You are going to get it whether you like it or not. Whether I think it's justified or not, that's the way it is.
"I'm not too concerned about criticism or praise because for me it's a team game and as long as the team wins I'll be happy."
The fact that McCarthy stood firmly behind his goalkeeper as the flak started to fly was a comfort, and that faith was justified by a performance, both individually and collectively, which did much to raise spirits at the Stadium of Light.
"If he was saying the reverse you would be concerned, but as long as the manager's happy and I'm happy with my performances then I'll keep pushing on," Davis said.
"We are not going to get too high. It's one win, it's three points. We have still got a long way to go, but we are looking upwards now rather than looking at what could be a long season for us. We are happy with the way we played."
Sunderland will head into the home Premiership game with West Ham on Saturday on a high, but McCarthy's pragmatism means that they will not be allowed to get carried away by their success on Teesside, with the late disappointment against West Bromwich serving as a reminder of the fine line between success and failure.
"We were shot in the heart last week, so to come to a local derby and to get a 2-0 win was a massive boost for us and a massive step forward," Davis said.
"The lads smelled it before the game and it was, 'It's now or never, let's cut to the chase and start winning games' - and that's what we did. The first win was massive and we were so unlucky last week not to come away with that, and now we have got to take it into our next game, which is a home game again.
"We know the supporters are going to be bang up for it. We have given them something to cheer about and I hope they come and support us next week in the fashion they did at Middlesbrough, because they were superb."