[4] After a trial with Manchester United in July 1999, Davies' performances for Peterborough encouraged Tottenham Hotspur manager George Graham to spend £700,000 to take him, along with fellow winger Matthew Etherington, to White Hart Lane on 31 December 1999.

However, after coming on for the injured Øyvind Leonhardsen early in the FA Cup fifth round tie against Stockport County on 17 February 2001, Davies scored twice.

In the five years that Davies played for Tottenham, during which time he suffered a number of injuries, he made 154 appearances and scored 24 goals in all competitions.

The move meant that Davies received his first chance to play in Europe's premier football competition, the UEFA Champions League.

Since joining Fulham from Everton, he became a mainstay on the right hand side of midfield contributing with some spectacular goals (free kick against Sunderland and full volley against Reading) and great crosses.

[12] He followed that up with a volleyed goal in the first half of the final against Atlético Madrid in Hamburg that made the score 1–1, although Fulham went on to lose 2–1 in extra time.

[23] Davies made his debut for Wales in a World Cup qualifier against Ukraine on 6 June 2001, and scored his first goal against Croatia on 21 August 2002.

Davies played for Wales 58 times and scored six goals, captaining his country during their 2010 World Cup qualifiers and he was Welsh Footballer Of The Year in 2002.