The two teams clash at the Emirates Stadium this weekend but the Bolton stalwart - who is no stranger to controversy as far as the Gunners are concerned - claims the Trotters have evolved their style of play since Sam Allardyce's departure in 2007.
"It all started under Big Sam [Allardyce] and I think he got under Arsene Wenger's nose a little bit," Davies told Absolute Radio. "A lot’s been made of it, but we've upset them a few times in the past and beat them.
"We’ve been labelled a certain side for a number of years, and that will take a long time to shake off, but we don't really care too much about that.
"We've shown over the last year [under Owen Coyle] that we can play some good football and played some good sides off the park at times.
"We proved we can travel. We've gone to West Ham, who've spent millions and millions of pounds and totally dominated them, so we'll be trying to keep this unbeaten run going.
"It's going to be a difficult game but if we stick together and work hard we feel we can try and take something from the game."
Booked a staggering five times in his six games against Arsene Wenger's side, the 33-year-old Trotters skipper was lucky to avoid a red card after a two-footed lunge on Arsenal left-back Gael Clichy last season.
Despite receiving wide condemnation from Arsenal and certain sections of the media, Davies has played down claims he deliberately sets out rough the Gunners up.
"I play the game a certain way,” added Davies. “I always try and play it fairly but with the speed of the game in this day and age there's always going to be fouls committed.
"There’s no intent for me to ever hurt any players but the style that I play there's always going to be one or two instances where it’s out a little bit, but that's just the nature of the game really."
By James Martini
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