But although he was wearing his chains of office last night, he was shown how to really dress up by the dancers at his side, clad in fantastic green silk dresses and gold headdresses.
The hugely popular cabaret show The Lady Boys of Bangkok is back in the city for its fifth year, performing their Mile High tour in Castle Park.
Dressed in a variety of fabulous costumes the lady boys dance, mime and sing their way through numbers from Elton John and Katy Perry to Kylie and Abba.
Speaking on stage before the show, Mr Davies said it was fantastic to see such exciting entertainment in Castle Park.
He said: "In the last century this was the busy shopping centre of Bristol, but following damage in World War II it was returned to the peaceful park we see today.
"But with this show it is wonderful to see it once again as a place of fantastic entertainment, full of life and excitement, drawing people back to the heart of our great city.
"On behalf of the people of Bristol I welcome back the Lady Boys of Bangkok.
"With their glamorous, entertaining show, full of singing, dancing and music, everyone leaves at the end with a happy smile."
The Lady Boys of Bangkok was first staged in 1998 and has since been performed across the globe.
Front of house manager - and a leprechaun in the show - Trevor Jones, said: "People keep coming back to see it. It has a feel-good factor and is the biggest party in town.
"The ladies come for a great night of entertainment and really enjoy themselves, but the guys shouldn't be put off coming to see it either.
"There are lots of first-timers who come as well. By half-time they are having a good time, and by the end they are up and dancing in the aisles.
"It is something different that seems to have a real appeal to lots of different people."
The show runs in Castle Park until June 20. Performances are 8pm, Monday to Thursday, 7pm and 9.15pm on Friday and Saturday, and 5pm and 7.30pm on Sunday.
Tickets cost £22 for adults, concessions are £19 and students £10, and can be bought on site between 11am and 9.30pm daily.To book, call 0871 702 9506.