The Team of Choice saw their unbeaten start to the season come to an end after they went down 2-0 to Chiefs at the Harry Gwala Stadium on Wednesday.
Despite ending up on the losing side, Davids felt Maritzburg were the better team during the encounter.
"I'm extremely happy today with the performance. , f course I'm disappointed about the result," Davids told SuperSport TV.
"We tried everything to score, the boys played fantastically. Kaizer Chiefs had two moments and they scored.
"I think that was the difference this evening. We had our chances to score, I don't know what the stats are but we did everything but it didn't go in today.
"Well done to them, they got the points but I think the best team lost today."