The visitors made the most of the wind at their backs in the first half, albeit in unseasonably wet conditions, and showed a clinical edge to be 13-0 ahead at the break.
Ceri Sweeney peppered the wings with intelligent kicks and was in fine form from the kicking tee, landing two penalties and converting Lewis Jones' 30th-minute try from the touchline.
Connacht launched their comeback bid on the back of three Miah Nikora penalties, yet they lacked the killer instinct to overhaul the Blues who deservedly hung on to take the result.
Missing a hatful of internationals and hampered by injuries, Davies fielded a number of new combinations and they took their time to settle.
Nikora missed a tricky penalty from the Cardiff 22 after a good bout of set-piece pressure from the Connacht forwards, who included recent Ireland debutant Ronan Loughney.
Cardiff had a strong wind at their backs and began to make headway entering the second quarter, led by their excellent captain Andries Pretorius.
Sweeney booted two penalties in five minutes to edge the visitors ahead against the run of play. As Connacht's error count increased, the Blues capitalised with Josh Navidi disrupting a home line-out and teenage scrum-half Jones pouncing to score in the corner.
The youngster's first senior try was converted with aplomb by Sweeney whose opposite number Nikora missed a late penalty chance to reply.
But Connacht rallied after a frustrating opening 40 minutes and Nikora got them off the mark from a central penalty.
As the hour mark approached, clever kicking from Sweeney and Jones allied to the Blues' ability to pinch Connacht line-outs kept them on top tactically.
Too many times the hosts wasted decent possession, a close-in rolling maul should have led to a score. They gained some consolation in the form of a second penalty from Nikora and suddenly Cardiff were the ones making mistakes.
George Naoupu forced another penalty which Nikora did terrifically well to convert from the right. However, Eric Elwood's men were let down by indecision and knock-ons at crucial stages as the Blues took home the four RaboDirect PRO12 points.
Meanwhile, wingers George North and Andy Fenby scored two tries as the Scarlets opened their campaign with a convincing 45-20 win over a weakened Leinster at Parc y Scarlets.
There were also tries for man of the match Liam Williams, Scott Williams and Kieran Murphy to ensure the Welsh region registered their first win over Leinster for almost two years.
The Scarlets included new skipper Rob McCusker at number eight, while new South African signing George Earle and former Osprey Richard Kelly were paired in the second row.
Flanker Shane Jennings captained a Leinster side stripped of 11 rested internationals and another seven players who were injured. It meant they had to include six players from the province's Academy on the bench.
Under-strength Leinster did make the better start before being outclassed and were rewarded with a penalty goal for Ian Madigan after four minutes.
But Scarlets, under new head coach Simon Easterby, roared into the contest with two converted tries inside 26 minutes.
The forwards went through a softening up process of Leinster's defence before Wales centre Scott Williams went over by the posts for the first.
And Liam Williams, showing some good form in front of Wales attack coach Rob Howley, squeezed in between two defenders to grab the second after latching on to a long pass from scrum-half Tavis Knoyle.
But three minutes before half-time Josh Turnbull was penalised at a ruck in front of his posts and Madigan was able to slot his second penalty to cut Scarlets' lead to 14-6 at the interval.
It took Scarlets just two minutes after the interval to score the first of five second half tries - a move started and finished off by North as Scarlets extended their lead to 19-6.
Six minutes later the Scarlets registered a bonus point and in some style with a try from a move which covered almost the length of the field.
Liam Williams started it with a run out of defence, Aaron Shingler carried on before Knoyle put over Fenby for the fourth try.
Leinster got on the try trail with a converted score under the posts for Devin Toner, but two minutes later that was cancelled out with a fifth Scarlets try for replacement number eight Murphy.
In the final minutes Scarlets put some gloss on the scoreline with North and Fenby both going over for their second tries before Madigan scored Leinster's second try in injury time.
With Rhys Priestland (2) and Aled Thomas converting three of the Scarlets tries the home side ran out 45-20 winners.
And later in the day, Munster overcame Edinburgh 23-18 in an error-strewn contest at Murrayfield.
Last season's top tryscorer Tim Visser crossed for a hat-trick of tries for the hosts but it was not enough as an 18-point haul from Ian Keatley, plus a Luke O'Dea touch down, gave Munster the points.
Edinburgh coach Michel Bradley has left his men in no doubt that they must deliver an improvement on last season's 11th place and he has recruited heavily to help deliver that objective.
Bradley's project remains a work in progress and for their part Munster were well short of their best but displayed a clinical edge that was lacking in the home ranks.
Munster shaded the opening exchanges without really troubling the Edinburgh defence before the hosts finally sparked into life when Scotland international Visser burst from deep, although his efforts came to nothing.
That swung the momentum Edinburgh's way and the breakthrough came on 13 minutes when Nick De Luca made a break following a scrum in midfield and drew two defenders before offloading to Greig Tonks, whose perfectly-timed pass freed Visser for an untroubled stroll to the line.
Munster had a chance to trim the deficit when Keatley lined up a penalty from close to the half-way line. However, while he had the length, his direction was awry.
The score was delayed only briefly and when the referee detected an Edinburgh hand in a ruck five minutes later, the stand off bisected the posts to open his side's tally.
It took a thumping tackle by Ross Ford on Denis Hurley to keep the Edinburgh line intact.
In the aftermath, the ball was turned over under the Edinburgh posts and number 8 Stuart McInally pounced, eluding three tacklers before passing to Visser who sprinted over for his second try.
The visitors rallied and squared matters before the break. Doug Howlett chipped ahead and, when the bounce wrong-footed Laidlaw, Keatley was on hand to dot down before adding the conversion for a 10-10 half-time scoreline.
The Munster number 10 then edged his side into the lead when he fired over another penalty two minutes after the restart.
Edinburgh raised the pace and Ross Rennie wasted a scoring chance when he kicked aimlessly ahead rather than pass to Richie Rees, who was at the flanker's elbow.
The Scots resorted to the boot to restore parity when Laidlaw stroked over a close-range penalty.
With 58 minutes on the clock the visitors regained the lead. A lineout in the Edinburgh 22 was the platform for a move that ended with O'Dea slicing through the Edinburgh defence to touch down and leave Keatley a simple job to add the extra two points.
Keatley ensured Edinburgh would need two scores to take anything from the game when he landed another penalty.
Visser made such an outcome possible when he took an acrobatic pass from De Luca to dart in at the corner for his third unconverted try seven minutes from full-time.
But, that was that for the Scots, who were left with only a narrow losing bonus-point to show for their efforts.