The Welsh region have soared to the top of Pool Six following shock wins over London Irish and Brive.
And Davies admitted his players had been scarred by their previous dismal form on the continent, which saw the Scarlets record just one win from 13 European ties.
Scarlets head coach Davies said: “I’m pleased with the last two performances in Europe. “We have been out in the wilderness in the last couple of seasons but we went to London Irish and met the challenge to win against one of the top teams in the competition.
“We’re back in Europe at last. You only have to look at the season before last – we did not win one game.
“There were a lot of people who were damaged but we couldn’t turn that around overnight. It has taken a lot of time to get things right and a lot of changes had to be made. It was a painful period.
“We had to find our style of rugby and build a squad to develop that style. We had to change the players and reinvigorate the players who were already here.
“Of course, we’ve still a long way to go but we are seeing the first fruits of it.”
The Scarlets had been written off by pundits and bookmakers, who had them as 80-1 outsiders, alike before they embarked on their European dream.
But the slender 27-25 victory over the Exiles in Reading last weekend has firmly put the west Wales region back on the map.
Davies added: “Beating a quality side like London Irish was massive, but we are still in a very tough pool and we’ve some huge games ahead of us.
“The Leinster game at Parc y Scarlets on December 12 is going to be a special one. “Leinster will still be hurting from their opening defeat in the tournament and know they have to come here and get something out of the game.
“It’s going to be a massive occasion and one for our supporters to really look forward to. We hope we will get a decent crowd. But, in the meantime, we need to build on our European phase with performances in the Magners League.”
