Per ESPN's Brendan Meyer, Davis called his retirement "one of the best decisions I've made in my life."
"Most people, when I did what I did, they thought I was literally going insane or something," he said. "But I was actually fine. I was totally fine. And I'm totally fine today."
Davis signed a one-year deal with the Bills in February 2018. He sat out the season opener before being put in the starting lineup for a Week 2 game against the Los Angeles Chargers.
After leaving the Bills at halftime of the game, Davis officially retired following the team's 31-20 loss.
"He pulled himself out of the game," Bills head coach McDermott told reporters about Davis' decision. "He told us he was done."
Per The Undefeated's Domonique Foxworth, Davis explained he knew his career was over walking to the bench late in the second quarter of the game: "I went to the bench after that series and it just hit me. I don't belong on that field anymore."
Per Meyer, Davis told his wife, Megan, he felt "free like a bird" when she asked how he was doing after walking away.
Davis' final season with the Indianapolis Colts in 2017 was cut short due to a groin injury he initially suffered during the preseason. He was released by the team on Nov. 9, one day after deciding to have season-ending surgery on his groin.
Davis had a successful 10-year career in the NFL. He was a first-round pick by the Miami Dolphins in 2009 and spent three years with the organization before being traded to Indianapolis. The Washington D.C. native had 97 passes defensed and 22 interceptions in 121 games.