Virgil van Dijk has finally left for £75million, months after becoming unsettled during a period in which manager Mauricio Pellegrino has struggled to convince amid their slide to 17th in the Premier League.
That Pellegrino's predecessor Claude Puel has impressed since his appointment at Leicester has increased the pressure on him, and perhaps contributed to the club's supporters chanting for his dismissal.
Even during Saturday's 1-0, third-round victory at Craven Cottage they sang "You don't know what you're doing" in response to his decision to in the 80th minute replace Pierre-Emile Hojbjerg with Mario Lamina.
Saturday's represented their first win in 10, and club captain Davis recognises the importance of it leading to more if they are to arrest their decline.
"We're not in a good position: not happy with the first half of the season and the results. We should be doing better but we need to go and show that week in, week out on the pitch so hopefully this (victory at Fulham) is the first step in the right direction."
Asked of the chanting aimed at Pellegrino, he responded: "It's important that we all stick together. We're not in a position that any of us want to be in: fans, players and staff alike.
"Stuff like that doesn't really help. We need the fans more than ever at this point in time. Whenever you're struggling. To be fair, they were in good voice, and came (to Craven Cottage) in good numbers.
"We were obviously gutted last year not to win the (EFL Cup) final, having put in a good performance against Manchester United, but if we can have a little cup run alongside picking up our league form it'd be a boost for everybody."