9:42:53 AMDavies out of race for Scots job
It has been confirmed to BBC Sport that it is now between a shortlist of four candidates to succeed Alex McLeish.
Davies told the Daily Express: "We were informed they wanted to get me involved in the process. We told them we would not be taking things any further."
Tommy Burns, George Burley, Mark McGhee and Graeme Souness remain contenders for the vacancy.
The SFA this week made its first official approaches to those on its shortlist.
"My representative got a call from the SFA to say I was on the shortlist and then he took another call to say they wanted to speak to me about the job," said former Preston and Motherwell manager Davies, who was recently sacked by Derby.
The SFA has, meanwhile, asked Celtic, Motherwell and Southampton for permission to speak to Burns, McGhee and Burley respectively.
Those clubs have yet to respond to the request to speak to three of the five candidates on the SFA's shortlist.
Celtic youth coach Burns, Motherwell manager McGhee and Southampton boss Burley remain in the running along with the much-travelled Souness.
The 50-year-old McGhee has emerged as a strong favourite for the job, having led Motherwell to a top-six position in his short spell with the club.
He also emerged with his reputation enhanced for his handling of team affairs after the recent death of club captain Phil O'Donnell.
And, on Friday, McGhee went as far as to say that he would only consider the Scotland job with the blessing of his Fir Park employers.
"I could only do the Scotland job with the absolute consensus of everybody here," he said, revealing his frustration at the speculation about the post.
"I won't be walking out in any way that leaves any resentment. It has reached the stage where it is driving me mental."
Burley has indicated he would be interested in the job.
Speaking in December, he said: "About 500 people have been linked with the job. If you have a Scottish accent, you've got a chance.
"But any opportunity to manage the national team is something I'd be interested in."
Burns had looked to be favourite for the role in January last year when Walter Smith resigned as Scotland boss to return to Rangers.
He had been on the Scotland staff under both Smith and Berti Vogts, and was keen to take the top job, but withdrew from the race when the SFA made no contact with him.
Former Rangers, Liverpool, Blackburn and Newcastle manager Souness is known to be keen on talking to the SFA.
McLeish quit Scotland in November to become Birmingham City manager.The 48-year-old narrowly missed out on securing qualification for the Euro 2008 finals for his side.
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