Davala played with VfR Mannheim, ASV Feudenheim, Türkspor Mannheim, Afyonspor, Diyarbakırspor and İstanbulspor before joining Galatasaray in 1997. He won three successive Turkish championships. In 2000, he helped the club to win the Turkish Cup by scoring two goals in the final against Beşiktaş. In the same year, he helped the club win the 2000 UEFA Cup final against Arsenal and the 2000 UEFA Super Cup against Real Madrid.

In September 2001, Davala transferred to Milan in a €5 million deal. He made the transfer because he wanted to follow his former coach at Galatasaray, Fatih Terim, who had been named head coach of Milan. However, in November, Terim was fired and replaced by Carlo Ancelotti, after which Davala lost his first-team place.

In June 2002, Davala was sold to Internazionale in exchange for Dario Šimić, but was immediately loaned to Galatasaray. In July 2003, Davala was loaned to Werder Bremen, helping the club win the Bundesliga and DFB-Pokal double. In July 2004, he was signed permanently by Bremen, but injuries limited his appearances. A hip injury suffered in October 2005 proved too difficult, and over the winter break of the 2005–06 season, Davala was released by the club. He subsequently retired from professional football.

Davala had been the head coach of Turkey national under-21 team until June 2008. He then joined Galatasaray S.K. as an assistant manager on 11 June 2008. After a loss to Bursaspor, the Galatasaray board stated “radical changes” were on the way, and, true to its word, the board declared that assistant coaches Davala and Edwin Boekamp were sacked on 10 October 2008 after a brief chat with club president Adnan Polat. However, Davala rejoined Galatasaray as an assistant manager again in June 2011.