The Monmouth Tory backbencher finished ahead of his rivals despite learning of the event only two days ago.
"It was good fun and it's all about raising money for a good cause," he told me.
"It will also convince some people that not all MPs spend their lunchtimes quaffing champagne and eating three-course meals."
Davies was in second place for most of the race but managed to overhaul the frontrunner to cross the line first in St James's Park.
The aim, he says, is to persuade others to take part in Sport Relief on Sunday, March 16.