However, the Scottish Conservative leader refused to say if James Heappey, who is seeking re-election in the constituency of Wells in Somerset, should be suspended from the party.
Mr Heappey made the remark as a “joke” when talking to sixth form pupils at the £12,000-a-year Millfield School.
When one Scottish student told him she backed independence, he reportedly told her to “f*** off back to Scotland”.
The teenager complained to her father and the school sent a letter of apology to the family.
When asked about Mr Heappey’s behaviour, Ms Davidson said: “I think that was utterly inappropriate, the wrong thing to do.
“It’s not language I would ever use, it was not language that I would want anyone to use, on a school visit of all things.”
The Scottish Tory leader, who was campaigning in Dumfries, said that Mr Heappey had “learned his lesson”, but refused to say if he should still be allowed to stand for election on June 8.
Her comments came after First Minister Nicola Sturgeon said the “Tories really have some big questions to answer about the conduct of their candidates”.
The SNP leader said on Monday: “I think it’s appalling behaviour for any adult to show to any young person, but particularly somebody who has been an MP and is standing for election again.”
Mr Heappey said in a statement that his comment had been “intended only as a joke but it was inappropriate and I am deeply sorry for any offence caused”.