Goals from the outstanding Lebogang Maboe and Andre Fileccia saw Maritzburg getting a 2-1 victory over Bloemfontein Celtic at Harry Gwala Stadium on Saturday.
The last time the Team of Choice reached this stage of the competition was four years ago, but they were denied a chance to play in the final by an Orlando Pirates side that went onto win the competition.
Davids’ men will face another giant in the semis, this time Mamelodi Sundowns, who beat Cape Town City 2-1 in the Mother City yesterday.
''I can't be proud because there's nothing to show for it yet,'' Davids said after the game.
''This is just a semi final. We have to try to get to the final. I told the players we've been getting a lot of praise, lot of people have been talking about us and that is the very next thing to set the next goal.
''We want to achieve more to go to the next step, not just be happy with where we are because so far we haven't achieved anything.
''But it is absolutely fantastic that we're in the semi final and anything can happen now – it’s cup football. Now we have to refocus and we've an important game against Bidvest Wits [in the Absa Premiership on Tuesday].''
The Team of Choice will be without Fortune Makaringe and Deolin Mekoa for their clash against the Clever Boys on Tuesday, due to suspension.
Good news is that captain Bevan Fransman and Pogiso Sanoka will be available, after Davids had to play with a makeshift defence against Phunya Sele Sele.