The Sportsground in Galway is a notoriously difficult place to win and the Blues travelled to Ireland without their international stars.
But they secured a hard-fought win to hand Davies his first competitive victory at the helm of the Blues.
And former Wales star Davies reckons his young side proved their credentials.
“A lot of people have made a bit about the players who have left and the players who are missing but this is the squad we have got,” said Davies.
“Sometimes when you are coaching you have to go through a little bit of pain when you are trying to transform a squad as we are now. You have to show the boys that you trust them and they repaid a bit of faith against Connacht.
“If you look at the team we had a 19-year-old starting at loose-head and scrum-half in Tom Davies and Lewis Jones and they performed particularly well.
“It has given the whole squad a boost after all the hard work in pre-season and they have been given that reward.
“This is a difficult place to come and play and get a result. I was pleased with the manner in which we adapted to the conditions and the spirit we showed.
“Our defence and our kicking game were excellent and gave us the ascendency to score points.
“It was not the night to play expansive rugby but we had a strategy to play here. We executed that especially very well in the first-half and it turned out to be a winning lead.”
The Blues are set to be boosted by the return of the their Welsh internationals for the clash with Edinburgh on Friday, while Jamie Roberts is set to make his comeback the following week.
But Davies insists no positions are guaranteed, especially in light of the performance in Galway.
“We have got our international players back on Monday from their recovery and we go back to the Arms Park next Friday which should be a bit of a special occasion. But we also have a bit of competition for places now as well.”