Davis has shone for the Pelicans so far this year.
He has scored an average of 28 points per game, as the Pelicans sit 12-13.
On Monday he scored 23 points as the Pelicans were defeated 129-126 by the LA Clippers.
After such an impressive start to the season, reports have linked Davis with a move to the Los Angeles Lakers.
According to reports in America, the Lakers are said to be preparing a trade deal for Davis involving three of their young stars.
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Lonzo Ball, Brandon Ingram and Kentavious Caldwell-Pope are all potential trade pieces for the Davis move.
Despite these reports, Davis has remained silent on the matter.
Speaking to the Advocate, he revealed that there is still work to be done to improve the Pelicans fortunes.
“I think we are there,” he said.
“I think we’ve proven we are there.
“We just have to clean up the little, minor things.
“We fell behind by 18, and then you have to try to battle back for the rest of the game.
“We did, but when it’s our time to make a run, we can’t get up by eight, 10 or 12.
“Instead, we are trying to cut it back to eight, six or four.
“So, we have to do a better job of not letting teams just extend runs on us.”
The Pelicans are next in action on Wednesday night as they take on the Dallas Mavericks.