They were suspicious of Australian Prime Minister Malcolm Turnbull's claim that if they returned to NZ, that would not affect their appeal.
"Some said it's tempting but it's a trick. A couple were just, 'Stuff it, we're just going to fight it and you can come back and visit in three years' time if that's how long it takes'."
Those he met had served time for offences such as assault.
"Those guys weren't murderers or rapists and they're brassed off that they're being branded as these high-level murderers and things," Mr Davis said.
They told him there were some paedophiles and other serious offenders, but they were annoyed at being lumped in the same category.
One had spent his whole life in Australia and another dreaded returning to New Zealand, claiming he had been abused.
"He doesn't want to go near New Zealand because of the horrific upbringing he had."
They told him about being moved to the island from other detention centres, saying they were handcuffed for up to 15 hours.
All complained about the conditions, a lack of access to medical care, and the food.
"It's just chicken and rice, chicken and rice, chicken and rice. One lost 16kg in four weeks."
Australia is campaigning for a seat on the Human Rights Council and Mr Davis said New Zealand should refuse to support that bid unless it addressed the conditions at the centres.
He intended to write to the Australian Prime Minister as well as Prime Minister John Key and Foreign Affairs Minister Murray McCully. He said the detainees said they had not heard from New Zealand officials.
Mr Davis' visit to Christmas Island follows a law change under which foreign nationals in Australia automatically have their visas revoked if they have convictions with penalties totalling more than 12 months in prison.
About 1000 people are exported to be deported back to New Zealand under the policy and about 240 are in detention centres awaiting deportation or for their appeals to be heard.
The Cabinet in Wellington is expected to sign off on a law change under which New Zealand authorities will be able to treat the returned deportees in the same way as New Zealand prisoners when they are released. That will allow better monitoring and support back into the community.
To help cope with the expected influx, the Government recently gave an extra $100,000 in funding to the PARS support group which is helping to resettle the criminals deported back to New Zealand.
Wellington has criticised Canberra for putting the deportees into detention centres such as Christmas Island after they had served their time.
Mr Key said he did not agree with the practice, but Mr Turnbull had made it clear they were free to return to New Zealand to await their appeal if they did not want to be in the centres.
On his recent visit to New Zealand, Mr Turnbull refused to budge on the policy beyond promising to speed up the appeals process and to weigh up factors such as length of time in Australia, and family links, against the severity of the crimes.
Mr Key had sought an exemption for New Zealanders such as changing the threshold at which the deportation policy kicked in.
New Zealand does not deport Australian criminals if they have lived here for more than 10 years.
Many of the New Zealanders facing deportation have been in Australia since they were youngsters - including the notorious Betty Colt, who was convicted for trying to kidnap her children after they were taken out of her care in a state of neglect.
In 2012, 12 children were removed from the Colt family near Canberra, and testing revealed only one had parents who were not related, although no incest charges were laid.
Mr Key said Betty Colt was effectively "a product of the Australian system" and Australia should recognise that.
