Davies told the club's official website: "I would like to say a big thank you to everybody at the football club, the players, the staff, the auxiliary staff and most importantly the fans.
"I think it's been a wonderful effort from all concerned and they should really enjoy what has been an absolutely outstanding achievement and also to date no doubt Billy Davies' best achievement.
"I've got no doubt this is my proudest moment in football so far, and that's saying something when you look at the track record of previous years gone by.
"I've got to say I'm very, very, very proud to have kept this football club up, along with my staff, very proud of the players' efforts and for everybody concerned because there is no doubt it's an outstanding achievement."
Davies can enjoy a stress-free day against Southampton this weekend and he could not ask for a better end to the season.
He added: "You can talk about play-off semi-finals and finals but this is one weekend I'm really looking forward to. It should be a fantastic day.
"It's a chance for us to say thanks to everyone at the club for their support.
"After that we can sit down and start to plan for the future.
"I've got to say - and I really mean this from the bottom of my heart - that I'm very proud to be able to reflect on what was a real tough ask since January."