The O's went down 2-1 at home to Hartlepool despite taking the lead at Brisbane Road.
Davis says Rhys Oates' winner just after half time may have been because his players were still down in the dumps about conceding so late in the first half.
"We were excellent in the first half, played some good football and have excellent passages of play," said the Orient manager.
"We deserved to go ahead and it would have been nice to have got that second goal with the possession that we had.
"But we didn't defend the ball into the box properly at the key moment and having dominated the game they go in level 1-1 at half time from nowhere really.
"I think we then started to feel sorry for ourselves and they got the second goal right at the start of the second half. It becomes difficult from then because they get all their men behind the ball and hold on to their lead.
"Hartlepool didn't create much in the second half, it was just that they put their chances away and we didn't. It took us a long time to create anything second half because of that."
Next up for Leyton Orient is a trip to new Vanarama National League leaders Aldershot on Saturday.