He started to give him out but realised there was an inside edge, bailing to scratch his nose.
Cameron White was on the mic and said he probably changed his mind as it was going on.
"The old itchy nose, at least he got it right I guess," White said. "He just said someone told him there was a noise and also that he had a bit of an itchy nose."
But Khan had already turned around and was celebrating the wicket.
The commentators were laughing about the moment but it seemed to shock the Strikers.
Man of the match Rashid Khan said he didn't know how it wasn't given out but saw on the replay that Davidson had changed his mind.
Davidson told Fox Cricket he changed his mind on a gut feeling as he was putting the finger up.
Social media was quick to react.
