"I haven't really talked a lot about it," Davis said on the radio show. "I didn't want to take the focus off what the team was doing, but eventually I knew I was going to have to address it, and I wanted to. I think the fans deserve an explanation. I think they want to know what happened. But basically, in a moment of weakness, I made a decision that cost me greatly.
"It just goes to show no matter how successful you've been in the past, no matter how much stuff you have, no matter how strong you are in your faith, the devil is going to continue to come after you. Looking back on it, it was probably the best thing that could have happened at the time, but it was definitely one of the hardest things I've had to go through."
They were Davis' first public comments since he was suspended Sept. 12 after testing positive for amphetamine use for taking Adderall without a therapeutic-use exemption.
Davis left the team initially, reporting to instructional league in Sarasota, Fla. He rejoined the club for the American League Championship Series against the Kansas City Royals last month, but declined to speak about the suspension until it was over.
After the Orioles' season-ending ALCS Game 4 loss to the Royals, Davis again declined to talk to reporters, citing that he had one more game remaining on his suspension, which he will fulfill on Opening Day next season.
In the radio interview, Davis also said the suspension took a major toll on him emotionally, saying that he was depressed in the days after the suspension went down.
"I was really down," Davis said. "I was really depressed because I felt like I had let so many people down and had really just scarred my reputation to the point of where everything that I had done wasn't really going to count for anything. God just reached down and put his arm around me at that time and let me know that it's OK to stumble as long as you get up and move forward and learn from your mistakes. I'm at a point right now where I don't ever wish to go through that again, but I appreciate the process and where it's brought me spiritually."
Davis also touched on his faith and said he has partnered with the Helping Up Mission, a local faith-based charity that provides support to poor and homeless men. Davis said he and his wife, Jill, have made a donation to the group and encouraged others to do the same during the holiday season.
Davis struggled in 2014 to follow his performance in the previous season. One year after leading the major leagues with 53 home runs and 138 RBIs, Davis still had strong power numbers -- 25 homers and 72 RBIs -- but he struggled to get his average over .200 for most of the second half of the season.
When he was suspended after his second failed test for amphetamine use that he later said was Adderall use in a written apology, Davis was hitting .196/.300/.400.
Davis hadn't made any other comment until this week's radio interview.