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Davis struck the only goal of the game when he latched onto Sylvain Legwinski's throughball and with a clever sleight of foot turned the ball past Mark Schwarzer.
In truth Fulham should have won by four or five goals but bad luck and the killer touch evaded them right until the final whistle.
A scrappy first half was memorable for only two moments.
The first was the goal from Davis and the second a bizarre incident in first-half stoppage time when Gareth Southgate punted the ball forward from the halfway line only to see his hit and hope effort bounce in front of Maik Taylor and over the astonished keeper's head.
Luckily for Taylor, Martin Djetou raced back to head the ball off the line just before Noel Whelan could get a toe to the goalbound effort.
Before that, what attacking moves there were had been through Facundo Sava, who missed a great chance when he planted a downwards header from six yards wide.
In the second half Steve Marlet blasted over from five yards after Steed Malbranque had been denied twice by desperate Boro defending.
Southgate was nearly as red as his shirt when a Malbranque cross ended with the Boro captain only slicing the ball inches over his own bar when attempting to clear.
Sava then rattled the crossbar with a thumping header from a corner and Malbranque took an inswinging free-kick that Schwarzer did well to parry at his near post.
Massimo Maccarone broke up the bombardment when he got beyond the last man in the 77th minute after he was played in by Szilard Nemeth only to hammer his 20-yard shot straight at Taylor.
After that the rain teemed down but it was Boro who trudged off with dampened spirits after yet another away defeat.