On November 2, 2015, Davis and a 2016 seventh-round draft pick were traded from the San Francisco 49ers to the Denver Broncos for sixth-round picks in 2016 and 2017. His first game as a member of the Broncos was against his brother Vontae and the Indianapolis Colts. With Brock Osweiler as the starting quarterback, he had four receptions for 69 yards in a 17–15 win over the Chicago Bears. He then added a combined four receptions for 35 yards in wins against the New England Patriots and San Diego Chargers. Davis had a season-high seven catches for 74 yards in a 15–12 loss to the Oakland Raiders. On February 7, 2016, Davis won his first Super Bowl championship after the Broncos defeated the Carolina Panthers by a score of 24–10 in Super Bowl 50. Despite ending the Super Bowl with no receptions, Davis made a key block downfield during a crucial 34-yard run by teammate C. J. Anderson, the longest rush of the game.