Davis (elbow) threw a 25-pitch bullpen session Tuesday, Jeffrey Flanagan of MLB.com reports.
He said he felt fine after completing the session, his first since landing on the DL at the end of July with a flexor strain in his pitching elbow. Davis has been ramping up on flat ground over the past week and may need just one additional side session before being cleared to face live hitters. The Royals expect to get their closer back before the end of the month.