Dele Adebola bundled home an injury-time equaliser as Forest maintained their remarkable 38-year unbeaten run on Teesside, but the result was harsh on Boro, who had taken the lead through Scott McDonald early in the second half and were denied by goalkeeper Lee Camp on a number of occasions.
Davies said: "I said to Tony (Mowbray) on the touchline we didn't deserve it. The home side were better.
"I think over the last few weeks things have gone against us and in this one we got a break, but we never deserved it.
"You take what you get. In this game it's gone for us. In the end I said to Dele Adebola that could be one of the most important goals he has scored in his career."
Davies paid tribute to Camp, adding: "He's been doing that week in, week out. He's top-class. That's what he does."