While most within the ranks of the Scottish champions will be facing the Premier League giants for the first time in their careers, Davis is all too familiar with the might of Tuesday's opponents.
He came up against Sir Alex Ferguson's men on a number of occasions with both Aston Villa and Fulham without taking so much as a single point from those encounters.
The midfielder knows Rangers will be overwhelming underdogs at Old Trafford but would love to return to Glasgow with a shock result that would provide the ideal start to their campaign.
"I've never won there or got a result against them so hopefully I can put that to bed," said Davis.
"We know how difficult the task ahead of us is and we know they are a great team.
"But it will be a great game for us to play in, there will be a good atmosphere and it's one the fans and players are looking forward to."
Rangers suffered a 4-0 aggregate defeat the last time the clubs met back in 2003 but Davis insists writing off the Scots completely would be dangerous.
He said: "In my experience of playing with Northern Ireland, we are always the underdogs and have played against some of the big nations and got results, especially at home.
"That's something we need to do, we need to be difficult to beat first and foremost and go on from there.
"I think it's a harder draw this year than we had last year to be honest, with the teams we've got this time.
"But we let ourselves down last year and we would like to put that right."
He added: "We want to be in European competition beyond Christmas, that's a big thing.
"Realistically, we we want to push for second spot.
"If we are going to have a chance of qualification, we need to push for that second spot."
Davis expects to have some pre-match banter with international team-mate Jonny Evans - but not too much.
He said: "We spoke about the game and I'm sure there will be a few texts back and forward before the game.
"But I don't want to say too much considering he is the one who is playing for Manchester United!"