The wing-back is expected to sign for Real Madrid, which defeated Bayern in last night's Champions League semifinal.
"Right now I'm disappointed, I'm broken about the situation. We wanted to go to the final but unfortunately we didn't. We are all disappointed. There's nothing I can say that my teammates wouldn't say. We are just disappointed," said Davies to TV4 Play.
Advertisement
Advertisement
"Right now my agent is talking to Bayern. Regardless of how it goes, I want to say that Bayern has given me the opportunity to become the man I am today. I am very grateful to them.
"Regardless of whether I continue with the club or move, I am just grateful for the opportunity Bayern has given me."