Colchester manager Joe Dunne said he was shellshocked after seeing his side let slip a two-goal lead at Crewe to lose 3-2.
Colchester were in the driving seat at the break thanks to goals from Freddie Sears and Ian Henderson.
But after Davis fired some home truths at his under-performing players at the interval, Lauri Dalle Valle, Luke Murphy and Mathias Pogba all netted to earn Crewe their first back-to-back league wins of the season.
Dunne said: "I'm hurt and shellshocked. It's the worst I've felt to be honest. We've worked so hard to get the players believing in themselves that this is hard to take.
"We need to start learning how to see off games. You don't tell them at half-time to go out there and lose 3-2 - you tell them to carry on doing what they are doing, stay tight and keep pressing and when they don't it is very frustrating.
"Key moments change games and I'd like to see their first goal again as it looked offside. From being in a commanding position we are suddenly chasing the game and that seems to be a habit we've got at the moment."