The Polish striker finished second in the voting, just 33 points behind Lionel Messi.
Lewandowski can consider himself unlucky not to have won the top prize.
He has been brilliant thus far in 2021, scoring 64 goals for club and country and breaking record after record.
France Football gave the ‘Striker of the Year’ award to Lewandowski so he didn’t go away completely empty handed, but he would no doubt have had his eyes on the biggest trophy.
Speaking on Instagram live, the Canadian left-back could barely contain his anger when discussing Lewandowski missing out.
“I don’t want to talk about it. To me it doesn’t make sense. I’m going to leave it like that… because if I start talking about it a lot of people’s feelings are going to get hurt.
“Lewandowski deserved to win it. At least give the guy the Ballon d’Or from last year. You can’t tell me… oh my god I’d be so mad man. I’d probably punch something.”
Davies is not the only Bayern player to come out in support of Lewandowski as Thomas Muller has also done the same.
“From a Bavarian, Polish and also from a German point of view, the presentation of the Ballon d’Or yesterday evening was definitely a disappointment,” Muller wrote on his LinkedIn profile.
“For some even a little more. Although I’ve been in the business for a bit longer and was therefore not really surprised at the outcome (it was similar with Franck Ribery in 2013), the whole thing formed or reinforced a thought in me: We have great players in the Bundesliga and we have to not hide us. However, further international successes are necessary for global recognition.
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“This is also a huge motivation for me to put everything into the balance in order to bring the Champions League back to Munich and to show the football world what is going on. And above all, what German football has to offer.
“We have the next opportunity to do so next Wednesday in the Champions League game against Barcelona. Let’s tackle it!
“PS: With Lionel Messi, he is probably the best individualist football has ever produced. So congratulations to Lionel on winning the Ballon d’Or, even if I think that Robert Lewandowski would have deserved it more this time.”