Kris Burton was again metronomic with the boot as he only missed one kick in a personal haul of ten points while backs Ludovico Nitoglia and Brendan Williams scored the decisive tries for the Italians.
Liam Williams' second-half try along with five points from full-back Dan Newton were not enough for the Scarlets but Davies paid tribute to the way his side fought until the final whistle.
"You can't fault the endeavour and effort the players put into that performance. I was proud of the way they kept battling and the margins were very fine," he said.
"We are not despondent, we are frustrated obviously as a group but there were some genuinely good elements to our performance and we really feel it could have gone either way.
"Brendan Williams was the difference for Treviso, he was the outstanding player of the match and that has cost us in the end.
"I thought our scrum went well again and we had a disallowed try which in our view was a real 50-50 call. We had a few decisions which we were unlucky not to see come our way and the end result could have easily been turned on his head.
"Not one of the Scarlets players on that pitch didn't put in total effort and they kept fighting hard and we were in the game until the end."
The Welsh side return home to welcome Edinburgh to the Parc y Scarlets next weekend where Davies has demanded an improvement in performance and result.
"We'll be keen to get back on the pitch on Friday for a home fixture in front our home supporters at Parc y Scarlets, knowing how vital it is that we get some points from the game against Edinburgh and get a grip back on our league position," he added.
"There's still a lot of time to go and plenty of rugby to play in this league, so we keep our heads up and put everything into next week that we can."
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