Davis was inadvertently hit in the face by Nuggets center Nikola Jokic‘s head as Jokic was backing him down with the ball.
Davis remained on the floor with his hands over his face for a minute before he walked to the locker room with 11 minutes, 2 seconds left in the quarter.
The team announced that he would not return.
Davis had 17 points and five rebounds before his exit.
This is the third time in his career that a concussion has sidelined Davis from a game.
He previously suffered concussions in November 2012 and January 2016.
The Associated Press contributed to this report.