It's been a nightmare beginning to the Gruden era for Oakland, with the team struggling out the gate after trading superstar Khalil Mack to the Chicago Bears days before the season. Later, the Raiders also dealt wide receiver Amari Cooper to the Dallas Cowboys prior to the trade deadline.
After hearing of Davis' comments, Gruden echoed his boss' feelings.
"I feel Mark's pain," Gruden said on Monday, according to ESPN's Paul Gutierrez.
"I talk to Mark after every game and these are unpleasant conversations. It's tough, man, we want to win. We want to win. We also want to do right by this organization and some of these decisions have been really tough but I want to deliver for him and his family, certainly, and this organization and right now it's tough. But it's great to have him support me and I appreciate it. But I feel the same way he does - I just want to win."
Gruden famously signed a 10-year contract worth $100 million to become the Raiders' head coach in January, starting his second stint with the organization. He previously coached the Raiders from 1998 to 2001 before winning a Super Bowl during his tenure with the Tampa Bay Buccaneers (2002 to 2008).
Despite the brutal season to date, Davis said Gruden's job is safe.
"Jon's going to be the stability here," Davis said. "Jon's going nowhere. That's just the way it is.