The defender says the Europa League is important to them and they want to do as well as possible.
Spurs travel to Belgium looking to end a recent run of draws - having gone three games without a win in all competitions.
A victory against the Belgians would see them take a big step towards the latter stages of the Europa League, as they currently sit on four points following a win over Qarabag and a draw with Monaco.
And Davies says they are determined to qualify as soon as possible because they don’t want to leave it until the last couple of games.
“I can’t wait, it’s hopefully going to be a good game and it’s certainly one we’re looking to win,” he told tottenhamhotspur.com.
“If we do manage to beat Anderlecht here it will put us in a very good position to qualify. We don’t want to leave it down to the last couple games to try to get through, so we’re determined to get a good result here.”
The defender has also insisted that he and the team regard the Europa League as important, despite what people may think.
The competition has often been regarded as second rate by many clubs, with English sides in particular treating it with disdain and often electing to field second string sides or teams made up of youngsters.
Spurs, though, have fielded relatively strong teams in the competition so far this season, and Davies says they want to do as far as possible in the competition.
“The Europa League is very important for us and we want to do as well as we can,” he added.