Following a series of high-profile injuries, referee Nigel Owens said compulsory head-guards could be an option for the sport.
But the 27-year-old Davies, who wears a scrum cap, believes "fierce" collisions mean "bangs" are inevitable.
"It's part of the game unfortunately," Davies told BBC Radio Wales.
"It's about whatever the player feels comfortable with and Nigel feels that's what would help.
"I'm not sure really, because the collisions are so physical and so fierce these days in rugby [and] if you get something wrong, a little wrong technique or just wrong timing, then you're going to get bangs."
Davies' Wales team-mate George North will not play again this month on the advice of a neurologist after suffering four head injuries in the last five months.
The lay-off meant North did not play for Northampton against Davies' Clermont on the European Champions Cup quarter final.
Another Wales international, full-back Leigh Halfpenny, was absent from Toulon's 32-18 win over Wasps in the same competition after taking a blow to the head in Wales's 61-20 win over Italy.
England full-back Mike Brown was also given an enforced rest during the Six Nations after he was concussed against Italy.
In the light of these incidents, Owens said the game had to consider changing laws to reduce the risk of players suffering head injuries.
He said: "You could make it compulsory that every player has to wear a head-guard.
"I do not think that would stop every concussion, but it would give you safety regarding it."
Davies said a player's preference is also important.
"It's down to your personal point of view really," he added.
"On match day I wear a scrum cap, but in the week I don't wear it when we train and we do contact."
He is reassured by the care being shown over North's injury.
"It's just good to see that he's had extra medical consultation and he's been given the advice to rest because that's what's best for him," Davies said.
"We're very fortunate as players we have great medical care and we're well looked after with medical advice as well.
"Some measures may be taken to try and cut the concussions out, but at the end of the day we're just players and we've just got to do out jobs really."
Clermont Auvergne and Wales centre Jonathan Davies does not believe making players wear protective headgear would prevent concussion in rugby.