Leyton Orient’s FA Cup dream died for another year at the Priestfield Stadium as Orient’s late recovery couldn’t quite force a replay.
Having gone 2-0 down in with a quarter of an hour left, James Dayton’s goal 11 minutes from time wasn’t enough.
But manager Davis says his team leave the competition with their heads held high.
“Their goalkeeper has had one of those games that you can’t account for,” said the Brisbane Road boss after the 2-1 defeat to the League One Gills.
“We gave it everything we had in the second half - the Gillingham keeper has kept them in it really.
“We can’t have any regrets, we change our game plan at half-time and looked excellent. It was a real Cup tie but we weren’t at the races in the first half.
“We have shown we can play well against good sides and now we need to use this in the league as we look to get back to winning.
“Some decisions proved costly for us an ultimately we are out but we didn’t let ourselves down in the second half.”
Orient look to get back on track in the Vanarama National League on Saturday against Ebbsfleet United.
The game at Stonebridge Road is the live BT Sport game.