Davies scored his first goal for Derby County on 16 July 2008 in a pre-season friendly against Burton Albion, taking on 3 players before driving it into the bottom corner with his right foot. He made his competitive first team debut against Doncaster Rovers on 9 August 2008 replacing Andrejs Perepļotkins in the 64th minute, before making his first start against Lincoln City on 12 August 2008 in the 3–1 League Cup victory. He scored his first goal against Birmingham City on 30 September 2008, equalising in the closing minutes by getting on the end of a Nacer Barazite free kick to earn a 1–1 draw. He scored the winning goal in the F.A. Cup tie against Forest Green Rovers from the penalty spot to seal a 4–3 win before again scoring from the penalty spot against local rivals Nottingham Forest in a game which Derby won 3–1. Davies' fourth goal for the club came in the 84th minute away at Southampton where he salvaged a 1–1 draw for the Rams. At the end of March 2009, he suffered a hairline fracture of the fifth metatarsal in his right foot and was ruled out for the rest of the season.