Davies admits it was tough to take not being involved with the cream of the continental crop, especially given his previous regular involvement in the tournament with the Scarlets.
But now the Cherry and Whites are right back in the mix and ready to go toe-to-toe with Edinburgh, Munster and Perpignan in Pool 6.
"When I went into the job with Gloucester, one of the things I was disappointed with was that we weren't in the Heineken Cup. We're really excited about the prospect of being involved in it this season," said Davies.
"It's fantastic to be back. It was one of our priorities last year to finish in the top six in the Aviva Premiership to get us back in here.
"It's such a fantastic tournament and the experience you get from a coaching and playing perspective is second to none. You challenge yourselves against the best teams in the world - certainly some of the best players in the world are playing in European rugby - so it's a fabulous tournament and it's great that we're a part of it."
Gloucester welcome Catalan giants and former Heineken Cup finalists Perpignan to Kingsholm in the opening round of action on Saturday, October 12, before landing in Limerick to take on Munster a week later.
Both fixtures will undoubtedly be a step up from their Amlin Challenge Cup exploits but Davies believes the experience his side gained in Europe last year, and through their pre-season trip to Thomond Park, will stand them in good stead for a thrilling fortnight.
"Perpignan first up is a good fixture for us. It's going to be tough as they've got a big pack of forwards and reasonable momentum in their domestic league, but you have to win your home games, it's as simple as that. So it's a huge fixture for us and we have to get a result," added Davies.
"If we get a result there, we can go on to Thomond Park and have a crack at Munster. All the pressure will be on them to get a result.
"We played them in pre-season - although it was probably two completely different teams than will face each other in the Heineken Cup - so some of the boys had a little bit of experience of what it's like there.
"We've been off the radar for a while now in terms of Europe so people won't know that much about us. But the squad here is growing in terms of its confidence and strength in depth.
"Last year in the AmlinChallenge Cup we won all of our pool games. We had to go away to France to play two Top 14 teams and we won both those fixtures. That was a massive experience. We got to the knockout stages of a European competition, but we didn't really do ourselves justice in that fixture and that was disappointing. But, again, that experience will help us.
"On our day, as we showed last year, we're capable of beating most teams. We've just got to make sure it's our day."