Midfielder Davidson was told this week that he isn’t part of boss Steve Kittrick’s plans and advised to find a new club.
The news of his exit has caused something of a stir among Seadogs followers on social media.
Davidson said: “I’m not sure why I am leaving to be honest, you’ll have to ask Steve Kittrick that question.
“He just rang me and told me I’m not part of his plans and that I should find a new club.
“I am gutted. I love Scarborough Athletic and I never imagined leaving the club.”
Davidson, who was also ditched by Kittrick when they were at Guiseley together, was also keen to
dismiss several rumours circulating that his exit is money-orientated.
Davidson added: “I know a few people have said I’m leaving because of the money situation, but that simply isn’t the case.
“I’m not even one of the top five earners at the club, so that just isn’t true.”
The midfielder, who enjoyed four years at the club, hasn’t ruled out a return Boro in the future.
He added: “I love Scarborough Athletic and the supporters, of course I wouldn’t rule out coming back. I hope to do that one day.
“The fans have been fantastic and I’ve received a lot of messages of support this week.
“I have to thank these people their support.”
The midfielder singled out the promotion-winning season as his favourite memory in a Boro shirt.
“That side was great, it should never have been broken up,” he added.