In September 2019 Davies criticised proposals by the Liberal Democrats, Labour, and other parties which would force Prime Minister Boris Johnson to seek an extension to Article 50 if it prevented a no deal exit from the European Union. He described the avoidance of Brexit on 31 October as a "betrayal of democracy". He criticised First Minister Mark Drakeford for recalling the Welsh Assembly to debate Brexit, stating that the decision would "achieve nothing", and joined Conservative ministers in voting against a motion criticising the UK Government's handling of a no deal exit.