"I'm pretty confident... obviously a little bit nervous, everybody is a little bit nervous, there's a few new MPs who are going to be asking their first questions," he said.
"But we all know Jacinda is in charge."
Davis didn't do too badly with the question from opposition leader Bill English, who wanted to know what "specific measurable targets" the prime minister would use to hold her government to account.
"We will make decisions on appropriate targets in due course," Davis said.
English pressed him on whether that meant previously-announced targets would be revised.
"We are not revising targets," Davis said.