The double cup holders set up a meeting with Celtic in the Premier Sports Cup last four when they won 2-0 at Dundee on Wednesday night.
Davidson has yet to taste defeat in 15 domestic cup ties in charge of Saints and there was no surprise to see them take their place in the semi-final draw.
"It's nice that St Johnstone are in the semi-final but people don't really say too much about it," he said.
"It's all credit to the players for what they did last season, for people to think like that.
"Whatever tie we got was going to be tough but we are just grateful to get back to Hampden.
"I might need to shop somewhere else for my lucky coffees because they might be a bit busy this time.
"We have had a few changes and lost quite a few players from last season but the players who have come in are of the same mindset - they want to get to semi-finals and finals. These are the things you remember as a player.
"It's great getting there but it's even more special for the supporters."
St Johnstone, however, do have an issue for Sunday’s trip to St Johnstone with an injury to defender James Brown.
"He has tweaked his hamstring," Davidson said. "It's a big blow for me because it's that position with Liam Gordon being out and Jason (Kerr) going, he had found a wee rhythm there playing right centre-half. He had performed really well so it's a big blow for James."