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The actress, who plays Charlotte York-Goldenblatt in the franchise, began production on the highly-anticipated sequel to last summer's movie earlier this month.
Speaking to Us Weekly, she said: "We are so happy and so excited to get back together.
"The best thing about this is getting to be with your girlfriends 18 hours a day and eating lunch and dinner together every day, which nobody gets to do in their lives."
Discussing her character's storyline, she said: "[Charlotte] has two kids now. We'll have to see what that's like for her.
"The first movie was all pent-up things we hadn't finished in the show. Now we're just starting fresh, in a way. It's a new adventure!"
She added that the current recession would feature in the movie, explaining: "If you think about the show, we always tried to be in sync with New York and the country. It's not like we tried to pretend 9/11didn't happen. That would be crazy."
Davis's co-star Kim Cattrall previously admitted that it has been a "blast" to film the sequel, which is due in cinemas on May 28, 2010.
> More 'Sex and The City' plotlines revealed?
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