Mr Davies is widely known as Welsh Conservative leader but his authority does not extend beyond the assembly Tory group, under party rules.
Speaking on BBC One's Sunday Politics Wales, the AM admitted the Welsh party lacked clear leadership.
The Tories lost three seats in Wales at the general election, leaving them with eight.
It lost both of the seats it gained at the 2015 general election from Labour - Gower and the Vale of Clwyd - and also lost Cardiff North.
When it was put to him that there was a lack of clear leadership in the Tory campaign in Wales, Mr Davies said: "I agree with you entirely.
"We have a very strong distinct Welsh Conservative brand, but we do need to be able to make key political decisions here in Wales and have a designated leader here in Wales, similar to what Labour formalised back in March. I readily acknowledge that.
"I lead on devolution, on secretary of state aspects such as Westminster, obviously the secretary of state leads then. The chairman of the voluntary party obviously leads on the voluntary party... That cannot continue."
Mr Davies said he thought Scotland "had a very good model which has shown to be successful".
There, Ruth Davidson led a separate campaign to the Conservatives in England and Wales, largely focused and opposed to the SNP's calls for a second independence referendum.
The party gained 12 seats in Scotland, finishing with 13.
"There is a deficiency in the ability to make those key decisions from a party perspective and I do acknowledge that," said Mr Davies.
But, he added: "Let's not forget, there's a huge job of work to be done as we go forward as a country. The Conservative Party is the largest party in Westminster and its incumbent we form a government."
The Welsh Conservative campaign was marred by a row over who was meant to have represented the party in the BBC Wales Leaders' Debate.
Neither Mr Davies or Welsh Secretary Alun Cairns took part - with senior AM Darren Millar taking the podium instead.

The 38-year-old's body was found by her father at a house on Shearman Street in Trowbridge last Thursday.
A 78 year old man - who is not related to Ms Barker - was arrested on suspicion of manslaughter and actual bodily harm, police said.
He has since been bailed until the end of November, pending further enquiries.
In a statement Ms Barker's family said it had been "left devastated" by her "untimely death".
"She was much loved and will be greatly missed by us all.
"She was a bright young woman who, in addition to her attainment of a BSc degree in Dental Technology at the University of Wales Institute Cardiff, was a talented artist and an accomplished cook, having appeared on the Masterchef television programme.
"It will be difficult to come to terms with her loss, but this is being aided by the kind words and messages of support we have received and for which we are very grateful."
The Welsh Tories need a designated leader that can make key decisions for the party, Andrew RT Davies has said.
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The family of Masterchef contestant Helen Barker have paid tribute to "a talented artist" after she was found dead at her home in Wiltshire.