Davies admitted the 2-1 reverse was hard to take but the Scot insists what his side does once the Championship campaign kicks-off on August 8 is all that matters.
Forest face pre-season friendlies at home to Premier League duo Stoke (Wednesday) and Birmingham (Saturday) this week, and Davies said: "It is nice to win at this stage but it is not the be all and end all.
"At Preston we didn't win any pre-season games and we got to the play-off final. At Derby we didn't win many in pre-season and we eventually got promoted.
"Pre-season is all about fitness and in many respects it is a necessary evil, but there are some positive signs there for us ahead of two more tough games this week."