The long trek to the north-east comes on the heels of a Premier League win up at Manchester United, and an FA Cup victory at Ipswich Town's Portman Road.
"This week has been the same as over the Christmas period. It's just a matter of playing the game and getting your recovery in and then looking forward to the next one," Northern Ireland captain Davis said of the south coast club's hectic schedule.
"I think we'd rather play games than train anyway, so we're enjoying it at this point in time."
Third-placed Southampton, who boast the meanest defence in all four English divisions with only 15 goals conceded, will be seeking a third consecutive clean sheet when they face the Magpies at St James' Park.
Much credit for that must go to Saints' giant goalkeeper Fraser Forster, who will be making his first return to the club which nurtured him.
Forster joined Newcastle's Academy, at the time run by now caretaker boss John Carver, and came up through the ranks on Tyneside before crossing the border to Celtic where he flourished.
"I will be so proud to see him here," Carver said of the 6ft 7ins stopper standing between Newcastle and the points.
Southampton, however, will lack some of their customary solidity and creativity in the centre of the park.
Manager Ronald Koeman is missing injured midfielders Morgan Schneiderlin and Victor Wanyama for the game, as well as key defender Toby Alderweireld.
"They are important players but nothing will bring us down because we know that's football," Koeman said.
Saints are also without injured Sadio Mane; Emmanuel Mayuka, who is at the African Cup of Nations; and Maya Yoshida who is playing in the Asian Cup.
Tenth-place Newcastle have problems of their own. Midfielders Siem de Jong and Mehdi Abeid will not be fit enough to play, and striker Papiss Cisse and midfielder Cheick Tiote are both absent at the African competition.
(Editing by Justin Palmer)
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