The 25-year-old completed an individual training session at Sabener Strasse on Thursday morning as Bayern's pre-season preparations continued.
Davies worked separately from the main squad alongside Serge Gnabry, Lennart Karl and youth player Cassiano Kiala, who are all following their own rehabilitation programmes.
Davies endured a frustrating World Cup on home soil after suffering a thigh muscle injury. The setback limited him to just 15 minutes of action during Canada's tournament.
The dynamic full-back made his only appearance against South Africa, where he immediately made an impact with his pace and attacking play before being forced off. He was also close to featuring in Canada's Round of 16 clash with Morocco, but a late fitness concern ruled him out.
Despite the disappointment of his shortened World Cup, Davies' return to individual training is an encouraging sign for Bayern. The Bundesliga champions will now hope one of their key players can complete his recovery in time to feature during a busy pre-season schedule.
Bayern's first pre-season friendly is against SV Wehen-Wiesbaden on 25 July before the squad heads to a training camp at Tegernsee from 27 to 30 July. During the camp, Vincent Kompany's side will hold open training sessions and face local club FC Rottach-Egern in a friendly on 30 July.
The German champions will then travel to South Korea and Hong Kong for their tenth Audi Summer Tour from 1 to 8 August. Bayern will take on Jeju SK FC on 4 August before finishing the tour against Europa Cup winners Aston Villa at Hong Kong's Kai Tak Stadium on 7 August.
Slovenian referee Slavko Vincic has said he was overwhelmed with emotion after learning he had been chosen to officiate Sunday's 2026 FIFA World Cup final between Spain and Argentina at MetLife Stadium.
Anthony Gordon admitted England's heartbreaking World Cup semi-final defeat to Argentina will stay with him for some time, saying he believed the Three Lions were finally destined to end their decades-long wait for glory.
Youri Tielemans believes the time was right to join Manchester United, saying the club's ambition and desire to compete for major honours convinced him to make the move.
Barcelona president Joan Laporta has revealed that his club have made a big official offer for Atletico Madrid and Argentina forward Julian Alvarez this summer.
