The mother-of-three, who was eliminated from the CBS show with husband Adrian this week, told Digital Spy that she did not know who Lloyd or her housemate boyfriend Jeff Schroeder were before the race.
"We didn't realise how famous they were. We heard a buzz and were like, 'Really?' We couldn't believe it. They are down-to-earth, really cool people," she said.
"Jordan is innocent. She gets crap for saying stuff like, 'We're going to China', but she has a good heart. We got to spend time with the cast at the finale and I talked to her a lot more there. She's a sweet girl and she's young."
Davis also defended fellow contestant Caite Upton, who hit the headlines during her appearance at Miss Teen USA 2007.
"She gets crap for that mistake she made when she was one," she explained. "People can hone in on the negative but they don't often say she was third-placed in that pageant."
The Amazing Race continues next Sunday on CBS.
> Click here to read our full interview with Dana and Adrian