A last-gasp penalty from Ceri Sweeney secured a 32-31 victory for the Welsh region, who managed a four-try haul thanks to scorers Tom James, Chris Czekaj, Owen Williams and Macauley Cook.
Although the Blues were without their contingent of Welsh internationals, they scored a superb result in Bloemfontein to round off their week's training camp in the Southern Hemisphere.
And with the 48-year-old Davies fielding practically two separate sides in either half, he admitted how pleased he was at the continuity of the performance.
"To win this game was just a nice bonus and we're pleased overall with how the trip went," he said.
"The challenge for us against the Cheetahs was to put all the hard work we have got through in training into a match situation and we did that very well.
"We played with a lot of intensity throughout the whole game and we had good shape about us.
"We scored four lovely tries and defensively we had a lot of energy and enthusiasm even if sometimes our systems let us down.
"We wanted to put some team organisation in place and to perform as well as we did was pleasing. When we get home now we'll continue with the hard work and keep our heads down."