It was the moment he kissed goodbye to a disappointing season – to a desperate fight for survival – and focused instead on building a brighter future.
A few weeks ago, Davies had predicted that another solitary point would be enough to secure survival – and it would have been.
In the end, however, Forest ended the season with a six-match unbeaten run that brought with it a flurry of optimism.
And while this was far from their best performance of the campaign, Forest did manage to produce another demonstration of the grim determination and battling spirit that has carried them clear of trouble.
With survival already secured courtesy of Reading's Monday night win at Norwich and Southampton already relegated, there was only pride at stake. But Davies has installed plenty of that, along with supreme will to win.
Davies's reaction was to offer a blunt, straightforward 'thank you' to the 29,000 fans, most of whom had stayed behind after the final whistle to hear their manager's words and applaud the team as they completed a lap of the City Ground pitch.
Some might have expected Davies to offer promises of an improvement next season; a prediction of brighter times ahead. Those sentiments were saved for the post-match press conference when the manager outlined his plans for a revamp of his squad, for ensuring he has two players available in every position.
On the evidence of this performance, it would not require wholesale changes, merely the addition of five or six players during the summer.
And the work for that has started already, with Davies set to talk to the City Ground hierarchy this week about his budget.
Tabloid talk of a £20m war chest is nonsense – but funds will be available and the manner in which Forest have secured their Championship future over the past few weeks is ample suggestion that solid foundations are already in place.
Davies had tinkered with his formation and his line-up, making five changes to his starting XI and switching to an orthodox 4-4-2 approach.
But it was Southampton who were soon mustering the more significant goal-scoring menace.
It was something of a surprise that Southampton had not taken the lead before they finally made the breakthrough in the 16th minute.
Jason Euell planted an early header against the foot of the post with David McGoldrick – who began his career at Meadow Lane – letting Forest off the hook by lashing the rebound wide. Jan-Paul Saeijs brought a smart save from Paul Smith following a cleverly-worked free-kick.
But the keeper could do little as Adam Lallana's incisive pass sent Bradley Wright-Phillips scurrying clear with the winger showing impressive composure to slide a placed, low shot into the bottom corner.
Robert Earnshaw, restored to the side for his first start in three weeks following injury, was the fulcrum of Forest's resurgence, as the striker found himself with three good chances in the space of five minutes.
Good work from Joel Lynch and Dexter Blackstock saw the ball steered to Earnshaw on the edge of the six-yard box, where his strike was deflected for a corner. The Welshman then came even closer as he bent a cultured effort just the wrong side of the post.
A Lewis McGugan cross then gave the striker the chance to test Kelvin Davis with a downward header which the keeper smothered adeptly.
Blackstock carved out a chance for himself to take down a high looping ball from Luke Chambers on his chest, but his shot lacked the same quality as he fired high into the Southampton fans.
The closest Forest came to an equaliser in the first half came from McGugan's invention as he slipped a clever pass into the path of Chris Gunter, with the full-back's cross-cum-shot looping agonisingly across the face of goal.
Forest brought on Joe Garner at the interval, in place of Blackstock, while with his first touch after coming off the bench, Paul Anderson connected beautifully with a 25-yard volley that Davis saved brilliantly, dropping low to his left.
But he was trumped by Garner, as the striker produced an outstanding finish to pull Forest level, lifting a first time shot over the keeper and under the bar as a deep ball from midfield dropped over his shoulder.
Luke Chambers capped off his own resolute display with a towering header to put Forest in the lead for the first time, with four minutes to play. He rose perfectly on the edge of the six-yard box to connect powerfully with a Cohen corner.
While Smith had to pull off another smart save to deny McGoldrick, Forest soon had the three points wrapped up. Earnshaw completed a flowing foray into the Southampton area by unselfishly feeding a square pass to substitute Arron Davies.
But the striker got his reward when, with Davis having produced another outstanding save to thwart the winger, the loose ball fell perfectly for Earnshaw to guide a shot into the bottom corner to notch his 17th goal of the campaign.
It was a deserved win and a fitting way to end the season.
If the improvement can be maintained, in 12 months' time, Forest fans will be hoping that it is they who are offering thanks to Davies on the final day, in more positive circumstances.