It was the first win for Southampton since 19th August, as Mauricio Pellegrino made four changes to the squad, which lost 2-0 against Watford, with Shane Long coming on to lead the line in place of Manolo Gabbiadini.
Davis, meanwhile, made it a dream start on his Southampton career milestone, as he was first to react to Wayne Hennessey’s initial save and fired the rebound calmly into the bottom corner after just six minutes.
It was Davis’ first goal for Saints since May 2016, which also happened to come against Crystal Palace.
Fraser Forster, who has had a rough go as of late, then did well to deny Christian Benteke from close-range after a low ball found its way to the feet of the forward following build up play through Andros Townsend and Ruben Loftus-Cheek.
Mario Lemina and Nathan Redmond each came close to a second goal for Southampton just 120 seconds apart. Lemina fired wide from 30 yards out after a lovely bit of individual skill opened up space for the midfielder, before Redmond drew a save from distance.
Southampton continued to test Hennessey from distance in the first half with Redmond’s low shot being saved away after taking aim from 25 yards.
A welcome interval, however, saw Crystal Palace make the brighter start to the second half, with Forster keeping Southampton ahead as he stopped Jason Puncheon from finding an equaliser on 49 minutes.
It was strictly academic for Southampton from there whilst Oriol Romeu should’ve added a second nearing full-time, but his free header was wide of the post.
The visitors would not need another goal as they ended their own run of four games without a win in all competitions, and scored the first goal in over 360 minutes.
Crystal Palace: Hennessey, Schlupp, Dann, Fosu-Mensah, Ward, Puncheon, Cabaye, McArthur (Milivojevic 69), Loftus-Cheek (Sako 78), Townsend, Benteke.
Unused subs: Speroni (GK), Van Aanholt, Tomkins, Lee, Kelly.
Bookings: Cabaye (33), Puncheon (50), Ward (57), McArthur (67), Dann (82).
Southampton: Forster, Bertrand, Hoedt, Yoshida, Cedric, Lemina, Romeu, Redmond (Ward-Prowse 85), Tadic (van Dijk 87), Long (Gabbiadini 91).
Unused subs: McCarthy (GK), Stephens, van Dijk, Targett, Ward-Prowse, Boufal.
Goals: Davis (6).
Bookings: Long (77).