Gatland’s hugely successful 12 years in charge as head coach will come to an end at the conclusion of the tournament in Japan.
The Welsh squad want to go all the way in the Far East and ensure Gatland ends with global glory, but first they are not looking past France who they will meet in Oita on Sunday.
“We’ve been looking forward to this World Cup for the last 18 months now,” said Scarlets scrum-half Davies, who has had an explosive start to the tournament with two tries in the pool stages.
“We all knew it was going to be Gats’ last tournament in charge of us and we do speak about it every now and again and especially this week now. It could be our last game, but hopefully it won’t be.
“Alun Wyn Jones is a great captain, he speaks really well, and I’m sure he’ll mention the fact that it could be Gats’ last game. As players we’ll keep that in the back of our minds.
“Hopefully that will help us to come away with a good victory.”
Davies has been in scintillating World Cup form so, far scoring the decisive try in the victory over Australia with a 50-yard dash after an expert interception. The 29-year-old has scored 14 tries in 48 Test matches, but believes it is his defensive work which has taken his game to the next level.
In total he has seven tries in nine World Cup appearances – an impressive strike rate.
“I’ve been working a lot on my defence over the last couple of years,” Davies said. “It’s a big part of the game these days. It can win you games and it can lose you games.
“It’s very important to defend well as a team and I’ve done a lot of work with Shaun Edwards. I’ve learned a lot from him.
“He’s a very clever bloke. He tells me where I’ll have my best opportunities to make an impact so hopefully I’ll keep improving there and get more interceptions.
“It’s just spur of the moment. You get a feel for the game and a feel for the position that you’re in and where you are defending in the line.
“It’s a bit of luck and a bit of a gamble, but sometimes it pays off.”
Wales have won seven out of their last eight matches against France, but Davies is wary of the threat Jacques Brunel’s side will pose.
“We’re not going to look too much into the past games we’ve played against France,” he said.
“We’ll just concentrate on this week. France are a very good team, they’ve played some good rugby so far in the World Cup, and we’re expecting a big challenge on Sunday.
“We’ve already spoken this week about making sure we don’t start slow because if they get their tails up they are a very difficult team to catch.
“We’re hoping to start the game on Sunday just as we did against Georgia and Australia. Hopefully we can have a full 80-minute performance this week.”