The Bolton skipper, who inspired his side to a 3-2 victory over?Birmingham on Saturday, is a few months short of his 34th birthday and knows only too well that true fairytales are rare in professional sport, and that in the FA Cup, one has already provided an unhappy ending for him.
Fourteen years ago, Davies was on the very cusp of realising one of his schoolboy dreams with League One Chesterfield when they took on Middlesbrough at Old Trafford for a place in the final.
Hot Trotters: Kevin Davies (centre) leads the celebrations after Bolton's late winner at Birmingham
He freely admits that his mind had started wandering when a final spot was within his grasp. Bryan Robson's Boro were two goals down and reduced to 10 men, then pulled one back before Davies, just 19, struck a shot that bounced over the line off the crossbar, only for referee David Elleray's eyesight to fail him at a crucial time.
It led to a fightback and the Teessiders grabbed a 3-3 draw. They did not make the same mistake in the replay and went through to meet Chelsea.
Later that year, Davies was transferred to Southampton, kicking off an unbroken career in the top flight. This is as close as he has come to an FA Cup final since.
73rd time lucky for Bolton chief GartsideBolton chairman Phil Gartside has been to Wembley every month for the past six years and will finally see his team there in the semi-final.
Gartside is on the Wembley board and goes to directors' meetings.
'I've been doing it for six years, so how many is that?' he said. 'Seventy-two? It's a good quiz question, isn't it? Which Premier League chairman has been to Wembley 72 times and never seen his team win?'
On Saturday, he won a penalty,converted it and then set up a last-minute winner for Lee Chung-yong -a true skipper's performance. But at the final whistle his thoughtswere on that Boro game.
'I still have mixed emotions over that day,' he said. 'So many highs and lows. We were in League One, at Old Trafford against the superstars at Middlesbrough. To go two-up, then we should have been 3-1 then scoring in the last minute to get a replay. Fantastic memories.
'There haven't been too many semi-finals like that with a sending-off, penalty, six goals and a last-minute equaliser.
'All I remember now, apart from manager John Duncan's glasses falling off when we scored, is starting to dream too early about the big day. At 2-0 up against 10 men, we thought we were there.
'It was a hard lesson and we felt hard done by, but football is about talking points. It still hurts because I think we deserved to get there.
'I think about it every year when the FA Cup comes around. You dream about it as a young boy and I was only a young boy then really.
'Every year those memories come back and when you get Chesterfield fans following you on Twitter and wishing you all the best then it rekindles them further. I'm not sure it will happen again.
'I was with Southampton when they reached the 2003 final, but I knew I wasn't going to play. I played my part in the cup run but I missed out on the final. That was Gordon Strachan's decision.
Head boy: Lee Chung-yong (right) nodded in Bolton's last-gasp winner
'But I don't agree with anyone who says the FA Cup has lost its magic. Not for me it hasn't.
'From an Englishman's point of view and, as someone who is still waiting for a major honour, it's still the one to win.'
And so to the semi-final. 'I'm proud to be captain of this team and we have had some tough fixtures. Wigan away, Fulham away, Birmingham away. York made it difficult for us to start off with.
'Personally, I'm more than happy at Bolton. Everyone knows that. I feel great for my age. I feel fortunate. I've got a good manager, great back room staff and a group of players that work hard.
'Honestly, it's just like being a kid again.'
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Source: Daily Mail
Source: Daily Mail