Davis signed a contract with Acereros de Monclova of the Mexican League on Thursday, Jesse Sanchez of MLB.com reports.
Davis appeared in 29 games with the Mets last season and posted a .200/.231/.400 slash line with one home run in 26 plate appearances, but he spent the bulk of the season at Triple-A. The 39-year-old entered the majors in 2006 with the Tigers and played with seven other teams over the last 14 seasons.