Aled Thomas came off the bench to kick Scarlets to only their second win over Ospreys at the Liberty Stadium
Josh Matavesi and DTH van der Merwe traded tries as the sides went into the break level, 13-13
Davies kicked four penalties after the restart to secure the win for the visitors
Scarlets remain in the hunt for a home semi-final in the Guinness Pro12 following a 25-16 triumph over the Ospreys at the Liberty Stadium on Saturday.
Two tries, some nice touches and some pretty frantic passages of play saw the sides go int half-time locked level at 13-13 with the game in the balance.
A brilliant score from Josh Matavesi had put the Ospreys in front but Scarlets hit back as winger DTH van der Merwe showed his try-scoring prowess as he finished superbly in the corner to level up the scores.
The end-to-end stuff continued after the restart before Scarlets replacement Aled Thomas knocked over two penalties to give the visitors a 19-13 lead with 67 minutes on the clock.
Sam Davies knocked over another penalty to take his total to 11 and close the gap to three points but two further three-pointers from replacement Thomas secured the win and denied the hosts a losing bonus-point.
The result cements Scarlets’ position in the top three, and leaves the Ospreys in ninth place – a long way off the European qualification places.
MAN OF THE MATCH
Scarlets: Rob Evans
Ospreys: 15 Dan Evans, 14 Jeff Hassler, 13 Ben John, 12 Josh Matavesi, 11 Eli Walker, 10 Sam Davies, 9 Rhys Webb, 8 Dan Baker, 7 Sam Underhill, 6 Dan Lydiate, 5 Rory Thornton, 4 James King, 3 Aaron Jarvis, 2 Scott Baldwin, 1 Paul James (c)
Replacements: 16 Sam Parry, 17 Nicky Smith, 18 Dmitri Arhip, 19 Adam Beard, 20 Olly Cracknell, 21 Brendon Leonard, 22 Dan Biggar, 23 Owen Watkin
Scarlets: 15 Steff Evans, 14 Gareth Owen, 13 Regan King, 12 Hadleigh Parkes, 11 DTH van der Merwe, 10 Dan Jones, 9 Gareth Davies, 8 Morgan Allen, 7 James Davies, 6 John Barclay, 5 David Bulbring, 4 Jake Ball, 3 Peter Edwards, 2 Ken Owens (c), 1 Rob Evans
Replacements: 16 Kirby Myhill, 17 Dylan Evans, 18 Samson Lee, 19 Maselino Paulino, 20 Will Boyde, 21 Aled Davies, 22 Aled Thomas, 23 Harry Robinson
Date: Saturday, March 26
Venue: Liberty Stadium
Kick-off: 15:00 GMT
Referee: Ben Whitehouse (WRU)
Assistant Referees: Ian Davies, Wayne Davies (both WRU)
TMO: Jon Mason (WRU)