Bolton lost against the Gunners on Saturday with a late Nicklas Bendtner goal that secured the win.
Davies said: “Sometimes it feels like they are trying to earn you a booking, which is bit disappointing and in some of the challenges, I felt that I won the ball.
“A few of them let out a big scream, which is a bit embarrassing really because it is a man’s game.
“[Kolo] Toure did one, and he is a big, strong man. He was screaming ‘my leg’ which is a bit unnecessary – but they get the free-kicks.
“In my eyes that is cheating the referee, they have conned him, but they are good at that and you just have to get on with the game.”