After three terms as the MP for Montgomeryshire the former farmer said he had thoroughly enjoyed his time representing his constituents.
But at the age of 75 he said he did not want to serve a fourth term.
Mr Davies said that leaving Westminster yesterday left him with an empty feeling.
"I cleared my office and I won't be going back. You should never look back, you should always look forward and that is what i shall be doing," he said.
"I don't know what the future will entail but I am sure there will be sometime out there."
He said unlike some of the 40 MPs standing down he was doing so with nothing but good memories of his time in and out of parliament.
"People are talking about the nastiness of being an MP at the moment but there have been worse times, such as during the miners' strike. That was a really bad time," he said.
"Those talking about the long hours should go through a lambing season - I have been so tired if I sat down with a cup of coffee, I fell asleep."
"It has not only been an honour to be an MP, it has been a pleasure."
"It is disappointing that all the meetings I had arranged for next few days are cancelled - including some really significant Colombia meetings. We have a much better relationship now with Columbia and I would like in some way to help to continue that."
Mr Davies said he would be busy in the coming six weeks helping out in the election.
"I will definitely be on campaign trail, knocking on doors and helping with leaflets," he said.
"I will spent some time in Montgomeryshire but I also hope to go to other constituencies to help those in the party that have become friends over the years."
He said that while he had not wanted an election, he felt that Boris Johnson had had no choice.
"I would have loved to have finished my full, last term in office, but it was not meant to be," he said.
"I really didn’t want this election. I wanted us to deliver Brexit first. But Boris is right. The opposition parties will just keep on delaying Brexit, no matter what. In the end, there was not much choice.
"We need to elect MPs who will deliver Brexit and let our politics recover and replace what’s become a ‘zombie' Parliament. I will miss it though."
Also standing down is Wrexham MP, Ian Lucas, a former Oswestry solicitor.
He has spent five years as MP for the Welsh town.