The midfielder is one of only a handful of players in the Gers team to have picked up silverware but when asked by the media on Tuesday if that affected mentality he brushed the claims aside.
Davis can’t pinpoint why Rangers domestic season has faltered since the turn of the year, most recently seeing Hearts knock the Light Blues out of the Scottish Cup on Saturday.
At a media conference he said: “I think as a group of players, individually and collectively, we have got to take responsibility. We are the ones that cross that white line onto the pitch and the performances haven’t been good enough.
“I think it is easy to point the finger at that (players in the squad who have won a trophy) but I think there is a real desire within the group. It is not through a lack of effort or a lack of wanting to do well that we haven’t got the results.
“We know that as a group and between now and the end of the season we just need to try and improved and do as well as we can.
“We are playing for our futures at the club and we want to be part of something at this club and are desperate to bring success to it.”
Rangers now face Hamilton in the Premiership before Bayer Leverkusen come to Ibrox next week in the first leg of the Europa League round of 16 clash.
Davis wants to see a reaction, he continued: “The dressing room is hurting. It is up to us to try and put ourselves in a better position and concentrate on getting back to winning games on a regular basis.
“I don’t think it is just one thing, I think there are a number of things we need to be better at but it’s about responsibility, we know the demands of being at this club. We need to be better, that is the long and short of it.”