With the score tied in the eighth, Davis blasted Tyler Robertson's first-pitch 86-mph fastball for a grand slam that marked his fourth homer in as many games.
"You put him in the Grand Canyon, he'll hit it out," cleanup hitter Adam Jones said of Davis, whose blast paved the way for the Orioles' 9-5 victory.
Davis joins Willie Mays, Mark McGwire and Nelson Cruz as the only big leaguers to homer in the first four games of a season. With five RBIs on Friday, Davis now has 16 this season, the most through a team's first four games since RBIs became an official stat in 1920.
"I'm more excited about the three wins," Davis said of an Orioles club that is 3-1 in its first four games. "There's a lot of good things going on in here. We started that in Spring Training. It was relaxed, we are having fun, but taking care of our business. A lot of guys stepped up and showed what they are capable of doing, and we carried that into the season so far."
No one has carried over that success at the same rate as Davis. He is also the first Oriole to hit a home run in each the team's first four games and is now two games shy of the club record for consecutive games with an RBI.
"It's extremely impressive to watch how he handles balls, especially breaking balls on the outside part of the plate," starter Jake Arrieta said of Davis, who drove the ball to the opposite field for his second career grand slam.
"I watched the replay a few times of that home run he hit. If you watch his head and his eyes, it's like his eyes light up on a ball that's a pitchers' pitch. It's not easy, [a] lefty-lefty slider like that to hit the ball the other way."
"You all know I'm usually one of those guys who can probably think back and take it [into context]," said manager Buck Showalter, who admitted Davis' hot streak is probably not comparable to anything he's seen. "I'm glad he's on our side."
Nolan Reimold and Nate McLouth started the game-winning rally with singles off Casey Fien, and then Manny Machado bunted the pair over. Twins manager Ron Gardenhire made the interesting call to intentionally walk Nick Markakis and get to Jones, who made him pay with a single to left field to tie the game and spell the end of Fien's day.
The move brought Robertson on and a crowd already on its feet went berserk from the moment Davis dug in at home plate.
"He barely swung," Robertson said of his fateful first offering to Davis. "He's just on fire right now. He's seeing it good."
Prior to the Orioles' five-run frame, the offense had squandered numerous chances, leaving 10 men on base and going 1-for-7 with runners in scoring position. Davis' heroics also negated a disappointingly uneven outing from Arrieta, who failed to record an out in the sixth inning.
"You can see why Jake has the chance to be so good and why he kind of gets away from it a little bit," Showalter said of Arrieta, who came out firing with 14 strikes in a 17-pitch first inning. "We got back in that ballgame, tied it up and then he struggled a little bit. That's something we need to be better at."
Arrieta, who won the final rotation spot in Spring Training, ran into trouble in the fourth, allowing a leadoff double and a walk that led to four two-out runs to erase a one-run lead. In that frame, Arrieta got ahead 1-2 of Chris Parmelee, who worked the count full before a broken-bat single scored Josh Willingham. Brian Dozier tripled to right-field on a ball that Markakis didn't get a good read on and Eduardo Escobar drove in the fourth run with a single that got the Orioles' bullpen stirring.
Arrieta bounced back with a 1-2-3 fifth inning, but he left after putting a pair of runners on to start the sixth in a 93-pitch start the left much to be desired. He was charged with five runs and gave up seven hits and a pair of walks plus a hit batsman.
"There's things I would have liked to do a little bit better, established a few more things earlier in the game and minimize the damage," said Arrieta, who is coming off a season in which he went 3-9 with a 6.20 ERA in 24 games. "That's the thing for me, to not let the inning get out of hand like it did in the fourth."
Troy Patton and Luis Ayala kept the Twins off the scoreboard after that, combining for three scoreless innings before turning the ball over to Pedro Strop, who sealed the win.
"That's our style, late innings," Jones said with a grin. "That's the way we play. We keep it close and somebody at the end is going to have to get a big hit. And today, it was CD."