The WATERLOO SUNSET singer was shot in New Orleans, Louisiana, in 2004 as he chased a robber who snatched a companion's handbag, and he was surprised by the pain he felt immediately after the incident.
He explains, "What amazes me is that it really does stop you when you get hit by a bullet... It does hurt.
"Just seeing how poor old John Lennon got shot five times and how he must have suffered in that brief moment. He was alive for half an hour afterwards. It must have been awful.
"I can go some way to actually relating to his situation."
But despite the pain, Davies insists he's glad he gave chase when the robber made off with his friend's belongings: "What are you supposed to do with these people? Walk around saying, 'Take my money, please, I'm a tourist'?
"I think if it happened again, I'd do the same thing."
THE BEATLES star was fatally shot by Mark David Chapman outside his New York City apartment block in December 1980.