Spurs need a point from Thursday night’s penultimate Europa League group match against Austrian side LASK to qualify for the knockouts, with manager Mourinho claiming they are among the favourites to win the competition.
Mourinho is set to be without Harry Kane and Toby Alderweireld in Austria but expects the pair to return for Sunday's north London derby against Arsenal. Asked if Spurs had never been in a better position to end their 12-year wait for a trophy, Davies said: "I think so.
"It feels like it's been a long time coming to try to win something but everyone at this club is determined to.
"It's not easy to manage a big squad with the number of good players we've got here but everybody is pulling in the same direction, they're players on the bench and players some weeks who aren't even in the squad.
"But you can see when they get their chance to play themselves, it's 100 per cent effort and 100 per cent desire and that's fully across the team. It comes from a desire to win something. The gaffer has drilled into us that we are here to win something this year.
"That comes from that desire and mentality to pick up points at every moment. That winning mentality, creating those good habits of picking up points regularly is exactly where we want to be."
Mourinho has said Bale is still building the confidence to play consecutive matches after a difficult, injury-hit few years at Real Madrid, but Davies has backed his Wales team-mate to get back to his best and says he has nothing to prove.
"Yeah, 100 per cent [we will see the best of Bale at Spurs], I think Gareth's an amazing player," said the left-back, who is set to start on Thursday, with Sergio Reguilon also an injury doubt. "He doesn't need to prove anything to anyone – he's shown what he can do over the years. He's got the quality there and I'm sure it will shine through at Spurs this year.
"I feel like I always saw him at his best when he was with Wales so I haven't seen too much difference in him personally," Davies added. "But if you listen to the way people speak and how happy he is here, it is evident to see every day. He is buzzing around the place and playing, not playing, he is supportive of the guys and having someone of his presence and the history of winning stuff like he has got, lifts everyone here."
Carlos Vinicius is also a doubt to face LASK, while Erik Lamela is out and Joe Rodon is ineligible.
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