The double cup holders set up a meeting with Celtic in the Premier Sports Cup last four when they won 2-0 at Dundee on Wednesday night.
Davidson has yet to taste defeat in 15 domestic cup ties in charge of Saints and there was no surprise to see them take their place in the semi-final draw.
"It's nice that St Johnstone are in the semi-final but people don't really say too much about it," he said.
"It's all credit to the players for what they did last season, for people to think like that.
"Whatever tie we got was going to be tough but we are just grateful to get back to Hampden.
"I might need to shop somewhere else for my lucky coffees because they might be a bit busy this time.
"We have had a few changes and lost quite a few players from last season but the players who have come in are of the same mindset - they want to get to semi-finals and finals. These are the things you remember as a player.
"It's great getting there but it's even more special for the supporters."
Saints fans have another two months to wait before they can return to the national stadium to see their team following four wins there behind closed doors last term.
And Davidson is parking talk of the cup as they focus on building on last weekend's first cinch Premiership win of the season, against Aberdeen, when the Perth side travel to Easter Road to face Hibernian on Sunday.
"The league is the most important thing, I have always said that," Davidson said.
"Football comes in runs, you get runs of wins and draws and defeats. I always believe momentum in football is huge.
"We have to make sure we recover from the knocks from Wednesday night and make sure we have got a team out there that will compete against Hibs."
One player who is unlikely to make the trip to Edinburgh is defender James Brown.
"He has tweaked his hamstring," Davidson said. "It's a big blow for me because it's that position with Liam Gordon being out and Jason (Kerr) going, he had found a wee rhythm there playing right centre-half. He had performed really well so it's a big blow for James.
"But that's part of having a squad, I have players coming in trying to take his place, because he was just about to cement it."