With five losses and just two bonus points to their name in Europe this season, it has been a testing campaign for the Blues - who lie seventh in the RaboDirect PRO12.
But their last European outing was reason for optimism, as they ran in four tries at the home of French giants Toulon in their 45-25 defeat, while they have won their last two games of domestic action.
The Blues were narrowly beaten 34-33 in the reverse fixture at Salford City Stadium in October and director of rugby Davies believes letting a late lead slip in that game is the sort of experience his side need to learn from going forward.
"Our Heineken Cup campaign started in Sale and it was a ridiculous game to lose," said Davies.
"We played well for sixty minutes, with a great team performance but didn't get the result we wanted.
"Our position in the group obviously isn't where we want to be. We want to be making the quarter-finals and in a couple of years time challenging in the competition.
"At the moment, the reality is that we are a young side and we are gaining valuable experience in all competitions.
"Saturday's match is a match we want to win for our supporters. Every time we put the shirt on, especially at the Arms Park, it's our responsibility.
"We want to try and create our own legacy now, making sure we build on all the great work some of the players and coaches have done here in the past.
"There is always something to every game we play and the players share that sentiment."
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