The Tigers face a packed schedule of four games in 13 days over what is shaping up to be a campaign-defining holiday period.
Home fixtures against Swansea City, Leicester City and Everton are all winnable, as is the Boxing Day trip to Sunderland and Davies admits that Hull, who sit 19th in the table, need to start racking up the points.
He said: “Christmas is always massive, whoever you play. You can go into it second bottom, win a couple of games and be up in mid-table.
“Things are quite tight and a couple of wins can dig you out of the mire. But we have to go and do that.
“These are the games we need to get points from and need to win. If we don’t do that, we only have ourselves to blame.
“It helps that we are performing better (than last month). We can’t be too pleased with ourselves because we lost the game at Chelsea (2-0 on Saturday).
“We can’t take plaudits from that because we lost. But I was encouraged by the effort. We played against a very good Chelsea side and were 1-0 down after six minutes.
“After that, we could have folded and melted away. But we dug in, tried to get on the front foot and all the way up to Tom Huddlestone’s sending-off we were on the front foot.
“I felt we were in the game. Without creating too many chances, admittedly, but, equally, I didn’t think Greegs (Allan McGregor) had too many saves to make. They had plenty of the ball but not too many chances. That is why we were still in the game.
“It was just a shame that the red card happened (on 60 minutes). We went from chasing the game and on the front foot to thinking, ‘Can we hold on and nick something?’ It was frustrating but that is football.”
Huddlestone’s dismissal for a studs-up challenge on Filipe Luis means the midfielder will have to sit out the entire festive period.
He will next be available against Arsenal in the FA Cup on January 4, by which time Hull are hoping their league standing will look very different.
Davies knows a little about having to watch from the sidelines in frustration after recently being dropped for two games by Steve Bruce after a string of indifferent displays.
The Tigers’ captain returned at Stamford Bridge and impressed in a defence that lost Michael Dawson to injury after just 10 minutes.
“It was good to be back in the team,” he said. “It had been a frustrating week for me. Those were the first league games I have missed that I have been available for. But I came back in as the manager went to a three and I felt I took my chance the best way possible.
“To go 1-0 down after six minutes doesn’t look good for me but the lads rolled up their sleeves and gave it a real good go.
“Missing Tom is a disappointment. We were already without Mo Diame and now Daws. That is three top quality internationals who have done very well for us this season.
“It is going to be tough but we have the squad now to be able to adapt. We go into four games where we believe we can pick up points.”
As for whether Huddlestone deserved his red card at the Bridge, Davies added: “Tom has his interpretation of it.
“He said it looks bad on the video. But when you see Felipe Luis stretching for the ball and Tom wanted to win it as well, it seemed like it was a case of whoever won the ball, the other was going to get sent off. Tom was unfortunate he didn’t win it.
“Maybe if Tom had stayed and let him win the ball, maybe he would have won a free-kick. The same happened to Alex Bruce. where he won a clear ball and got booked. It is all about angles.
“The referee has a better angle than me – but it is disappointing and frustrating.”