Mr Davidson said the families were "utterly devastated" when told last night.
He thought the footage may have been withheld until now because it would upset people too much, but as a lawyer he believed he had to disclose everything to them.
There were several different entries on November 19 as the coal miners and contractors headed underground.
"They get to look at them again ... it is highly unusual to get to see someone just before they died," Mr Davidson said.
"They're about to relive it all in phase two (of the Royal Commission), now they can see their men."
Families' spokesman Bernie Monk said there were a lot of tears last night when everyone heard about the footage of their loved ones.
"They are only 2.5km away and we can't get to them. It's bringing the stress and frustration to the fore. They are only that small distance away, and we can't touch them."
A police spokeswoman said the existence of camera footage showing movements in and out of the mine had never been a secret.
Counsel for the families asked police for a copy of the footage showing the men entering the mine on their last shift.
"The footage was supplied the day after the request was made, with the proviso that the viewing needed to be sensitively handled given what happened within the mine during the shift.
"Family members may find this footage of their loved ones very emotional and distressing."