Man-of-the-match flanker Kieran Murphy scored two tries with fellow back-rower Matt Gilbert, wing Liam Williams and replacement fly-half Jordan Williams all crossing in the 31-3 defeat of the English powerhouses following hot on the heels of the 33-17 defeat of Edinburgh in the RaboDirect PRO12.
There was no shortage of the typical Scarlets flair on display at Parc y Scarlets, but Davies was equally proud of how his troops fronted up to the challenge of the Tigers.
"I'm very pleased for our group of players, they deserved that win," he said. "The experience of playing against Leicester who have constantly done well in everything they have competed in, will give many of our younger players and development players a lot of confidence.
"We've spoken this season about our players not putting limits on their expectations as individuals or as a group and I thought the energy and hunger our players showed was really encouraging.
"Another key area is about bringing physicality into the Scarlets' performance. Leicester will always bring a big physicality which if you can't match it will mean you're not going to go much further in a game - we matched them well in that area and were sharp in taking and creating our opportunities."
And Davies reserved special praise for the contribution of his young try-scorers.
He added: "I thought the back row was also outstanding; we had two new boys in Matt Gilbert and Kieran Murphy who we've spotted locally and brought into our environment and it was very pleasing to see them stand-up in this game.
"We know that Jordan is a very talented rugby player in the making, technically he's strong and has pace and showed, with that last try, some great individual skill and speed."
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