The latest setback, a 33-12 reversal at home to rivals Ospreys, left Welsh international Davies questioning his teammates' performances and commitment to the cause with only two games in the RaboDirect PRO12 left.
But the 25-year-old has defended coaches Gareth Baber and Justin Burnell after tries from Adam Jones, Alun-Wyn Jones and Tom Smith confirmed a top four berth was out of their reach.
"You can't blame the coaches," said Davies. "We have been embarrassed by how we have played during the last couple of weeks. We have created an environment which is not good enough.
"It's easy to blame off-the-field things and who is leaving but it comes down to personal and team performances on it.
"We're letting ourselves down. No-one likes losing, especially against our arch-rivals the Ospreys. We competed well for 60 minutes and then kind of crumbled. Our scrum has been under pressure the last couple of weeks.
"It's not down to a lack of effort - we've being banging them out in training. We're a bit naive and inexperienced but the only way to improve it is on the training field.
"Personally, I'm a bit embarrassed and there are a lot of forwards embarrassed in the dressing room. We've got a lot of youngsters. They're inexperienced at the moment. They have to learn you can't switch off.
"The main thing is to stop this rot because our performance on the field isn't good enough."
The Blues have the perfect chance to restore some pride in their clash against Heineken Cup semi-finalists Edinburgh on Sunday and Davies has vowed to put things right.
After that is a trip to Scarlets to finish the RaboDirect PRO12 campaign and Davies believes a good finish can stand them in good stead for next season.
Davies told www.walesonline.co.uk: "We have got two big games left to prove something. It's up to us youngsters to build for next season.
"We have to take it on the chin and work hard next week, focus on our two remaining matches and next season.
"We need to try and finish on a high against Edinburgh and the Scarlets. If you look at the boys who are staying and coming through, we have got something to build on for next season.
"Edinburgh are playing good rugby at the moment. If we can get a win we will have a bit of confidence to go into the Scarlets game."
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