Davis threw from 120 feet on Saturday afternoon.
"I felt real good out there throwing the ball," Davis said. "I don't feel any different right now than I did before surgery. A little sore in the neck area."
Davis had surgery for thyroid cancer April 10, two days after pitching the Diamondbacks to a win over the Los Angeles Dodgers.
Davis had insisted on making his two scheduled starts before the operation to remove his thyroid gland. He said before the surgery he was optimistic about his recovery, and that he expected to be sidelined only four to six weeks.
The Associated Press contributed to this report.