The forward has been linked with a move away from the franchise this summer, after his failed trade request in February.
Davis was not quiet about wanting to depart the franchise, and was fined $50,000 [£38,292) after his agent, Rich Paul, notified the media that the star wanted to leave.
The Los Angeles Lakers were believed to be Davis’ preferred destination, as the star was keen to team up with LeBron James.
However, the Pelicans were not willing to trade him before the deadline on February 7, and Davis was forced to stay in New Orleans until the end of the season.
It is expected that Davis will be allowed to leave the franchise in the summer, and therefore tonight’s game with the Golden State Warriors will be his last at the Smoothie King Center.
To mark the occasion, Davis was spotted wearing a top bearing the words: “That’s all, folks!”.
Fans immediately started to hypothesise that this was a dig from Davis to the fans and franchise, and was a clear sign that he was leaving.
One posted: “Why are NBA players worse than high school girls?”
“Seems a little low brow,” another wrote.
“That’s lame… man just go in peace. It’s da N.O baby we’re got be alright without ya,” another fan posted.
One disappointed Pelicans fan tweeted: 10 out of 10 on the petty scale”
“Hell yeah baby! Welcome to the Lake show,” one Lakers fan joked.
Others were left extremely disappointed by Davis’ choice of clothing, with one simply writing: “Coward.”
“Way to be professional,” another tweeted.
Another posted: “He is so corny.”
“Cold blooded!” one other fan tweeted.