Leading 12-0 at the break Eric Elwood's Connacht side finally got going in the second period with the wind behind them.
Three penalties from the boot of Miah Nikora reduced their deficit to only three points but they never really looked like crossing the whitewash.
And Davies paid tribute to his side's defensive qualities as they ground out a fine result to start their season.
"It was not the night to play expansive rugby," he said.
"But we could have kept it in hand a bit more and retained possession, but I was pleased with the way we defended.
"It was very difficult to get any sort of platform going but I think our defence, and the spirit and the determination not to let them over the line, won it for us in the end."
Elwood in contrast was left to bemoan a defeat that highlighted his side's problems in attack as, despite dominating possession and territory, they rarely posed much of an attacking threat.
"It's disappointing, a home game, dominating a lot of the territory and plenty of possession and to come away with only a losing bonus point is not really acceptable in a game which we would have targeted," he said.
"It's three points lost but in fairness to Cardiff they dug it out and took their chances."