The actress claims that although there is nothing concrete regarding a third film in the series, she is hopeful that it will come to fruition.
"As far as I know, we have no script for the third," Davis said of the possibility. "But I would never say never, we'd be thrilled if it happened."
The franchise's latest offering Sex And The City 2 received an overwhelmingly negative critical reception upon its release in cinemas earlier this year.
Last month Davis's co-star Chris Noth claimed that the franchise was dead, suggesting that "the press killed it" after the sequel received a string of bad reviews.