The Match of the Day analyst claimed the 29-year-old, who has had a chequered start to his career on Wearside, was at fault for both Wayne Rooney and Ruud van Nistelrooy's strikes during his side's 3-1 defeat at the Stadium of Light.
"Myself and Alan Hansen are good mates, but as far as I'm aware, he's not a goalkeeping coach," McCarthy said. "I've done the television and sometimes it's very easy to be critical.
"I think the two examples they gave of [Manchester United goalkeeper Edwin] Van der Sar sweeping up behind and kicking a clearance out and then Kelvin having two one-on-ones almost - one with Rooney and one with Van Nistelrooy, £46m worth of talent running at him - was a little bit unfair.
"I think they were very tough on him, to be honest. Kelvin would think certainly the Van Nistelrooy one, he got a hand on it and he might have stopped it, but he hit it really well.
"Rooney ran a long way on his own. I wouldn't be too keen to blame Kelvin - I might be blaming one or two of the other lads who were still up in the box when we were trying to score for not having a bit more savvy and getting back and making sure they didn't break on us." Davis joined the Black Cats from Ipswich in a £1.25m move in the close season and arrived with a blossoming reputation.
However, he has had an uncertain first few weeks with his new club, allowing a speculative effort from Chelsea's Geremi to squirm under his body before a mix-up with defender Gary Breen saw West Brom gain a corner from which they scored an injury-time equaliser.
But McCarthy firmly believes the man he considered the best keeper in the Championship last season has what it takes to establish himself in the Premiership, citing his superb display in the 2-0 derby win at Middlesbrough last month.
"He proved at Middlesbrough and he has proved since that he's a very capable keeper, and I'm delighted with him," he said.
McCarthy will hope Davis is back to top form when he and his players make the short trip to St James' Park for Sunday's derby clash with Newcastle.
The two sides currently lie 13th and 19th in the table respectively with McCarthy's men having slipped back into the drop zone after the weekend's fixtures.
Sunderland will arrive on Tyneside without holding midfielder Christian Bassila and almost certainly without Argentinian midfielder Julio Arca.Reuse content