However, when deciding on a move back to Wales he plumped for Blues' rivals after saying they were his best hope of winning silverware during his second stint in the PRO12.
This season saw Scarlets finish as the top Welsh region in the Guinness PRO12, in fifth, with Blues seventh, Ospreys eighth and Newport Gwent Dragons tenth, but Davies stuck by his decision.
"Having played against Ospreys for eight to ten years they have always been the best team in Wales in my view," said the Wales international.
"It's something I'd like to get involved with and hopefully win some titles.
"It's quite exciting. It will be good. It will be like starting school again, meeting new faces and a new environment.
"That's what I want, you know. I wanted an exciting challenge. I wanted to go somewhere I haven't been before.
"I am only 29 and hopefully the next four years I can improve and get better as a player."
Davies signed for Ospreys on a Welsh Rugby Union national dual contract with Wasps getting a £125,000 settlement as compensation for losing the 54-cap international from the final year of his contract.
The lock is currently with his international colleagues, working to prepare for this weekend's Twickenham tie against England, and said it was a wrench to leave the Premiership Rugby side.
"It was a difficult decision to be made," Davies added.
"I was enjoying my time at Wasps. They are very much a club on the up and we have done well in Europe over the last two seasons.
"But I have dragged my family from pillar to post really and I felt, looking from outside of Wales and seeing all the boys getting looked after, I thought that would be beneficial.
"So I sat down with Gats and spoke about it and then the offer came.
"Then the decision was which region really.
"Obviously I had been at the Blues before, but looking into it a bit more and having talked to my family, I want to come back, I want to compete and I want to be winning titles."
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