Davis and the rest of the First Team squad have been in Spain since last Friday, having begun their preparations for the new Barclays Premier League season on 1st July.
And the goalkeeper says the squad are responding well to how they are being worked by Mauricio Pochettino and his staff.
"They have different ideas in terms of how we work away from the football pitch," he told saintsfc.co.uk at the end of his fourth day at the team's base in Peralada.
"When we do go on the pitch, there is a sense of tempo – they try to keep it as high as they can so when you're moving from one session to another, they want it done quickly.
"It's all set up and pre-planned, and we're taken care of very well. The backroom staff that we have at the Club are fantastic.
"Everything is as slick as it can be, and that's what helps us on these tours – we have guys behind the scenes who know what they're doing.
"The lads have really bought into it and are working very hard. There are some new things we're picking up along the way on the training ground and in exercises."
At any club, the captain will always keep a close eye on team morale, especially at this stage of the campaign.
And Davis says he's happy with the atmosphere among the players with the new Barclays Premier League season a month away.
"When you come away on these tours – and I've obviously come away on a few! – it is an opportunity for the lads all to be together and build a little bit of team spirit," he said.
"We're getting to know each other and what each of us is about. The lads have a bit of a mess-around and keep things lively, which is important as well – it's not all work, work, work.
"The underlying atmosphere is a calm one. Everyone respects each-other and there's a great work atmosphere at the same time.
"I look around and I don't see any problems. You don't see groups of players or a single guy going away from the rest.
"Before anyone makes a single decision, they consider the group first – that's what we've done here for a few years and it is important.
"There are lads who've been here from League 1 and they know how hard we've worked to get to this stage. The lads who've come in realise that they are here to push us to that next level.
"You can see in the faces of the two who've come in that they enjoy being around the lads already, and that shows what we're about," Kelvin added of new signings Dejan Lovren and Victor Wanyama.
"We've got that work ethic to keep striving and pushing on, so to come away and be together like this is a great opportunity.
"We have a little sing-song when someone new enters the group and, when things like that come about, the lads will look to me to make the move and get the guy to stand up and embarrass himself in front of everyone!
"In terms of new players, I try to make them feel settled and welcome to help them as much as I can.
"I think I'd probably do that if I wasn't the captain, and I'm not the only one that does it. The lads are good like that – when you've got people like Jos [Hooiveld] about, you know that there's not going to be much silence for long!"
Davis admits there are tough elements to pre-season trips, too, such as spending so long away from home: "It is difficult, but you know your job," he reasoned.
"We've just been away on holiday so we've been spending every minute with your kids, and now you come away for an 18-day period. That's something new to me because the longest I've ever done is ten days away.
"The family understands as well – they know that's why we've got the lifestyle we have and that's why we can enjoy DisneyWorld like we did in the summer!"
Saints play their first pre-season friendly tomorrow evening, when they make the hour-long journey to take on UE Llagostera.
And Kelvin says he's looking forward to testing himself against the third-tier outfit – but says he cannot see the hard work on the training ground stopping just because the friendlies have begun.
He laughed: "When I was in my earlier days, once the games started coming it felt like the running part and the hard work of pre-season was kind of coming to an end – but I don't really get that feeling this time round!
"It's an opportunity to put the hard work from the training ground into the game against a team that is pretty decent and could cause us problems on the day.
"It'll be a test, but at this stage it's about getting back in goal and playing a game of football."