Six-time All-Star Davis moved to Los Angeles to link up with LeBron James in a blockbuster trade during the offseason, having made no secret of his desire to depart New Orleans.
Davis, the number one overall draft pick in 2012, revealed he spoke to James about his own initial exit from the Cleveland Cavaliers to the Miami Heat and said he is still fond of the Louisiana city.
"I talked to LeBron," Davis told Stadium. "I said, 'When you went to Miami, first off, how were you when you left Cleveland? Obviously you left willingly, I had to ask for a trade, but what were your emotions?'
"He was like, 'Man, I was scared'. And that was the same thing with me. I'd been so accustomed to being in New Orleans.
"I love that city, I have so many friends there, family. New Orleans is a part of me.
"It was tough for me to walk away from that. So when I go back, I'm going to have mixed emotions because a great six and a half years and then that last half [a year]...
"I know the fans are going to boo me, I got booed when I was still playing there."
Davis said he had no regrets about the way he handled his departure from New Orleans.
However, he wishes he had not sworn at a Pelicans fan who shouted abuse in his direction during a loss to the Charlotte Hornets in April.
"The fan just hit me with something [verbally]," Davis added.
"It was all that emotion boiled up into one. It just happened. That's one thing I do regret about flipping the fan off.
"But the way I handled the process... no [regrets]."