Pelicans coach Alvin Gentry said Davis hurt his elbow during Friday night's 117-115 victory over Brooklyn. He played with the injury for the rest of the game, making a victory-clinching steal of an inbounds pass in the final seconds.
But lingering soreness led Davis to sit out against Utah as the Pelicans fell to 4-1 on the season.
Julius Randle started in place of Davis, marking the first starting lineup change of the young season. It was the first start with New Orleans for Randle, who was signed as a free agent in July.
Davis has averaged 27.3 points, 13.3 rebounds and 3.8 blocks through New Orleans' first four games.