Kingston and Surbiton's MP says he never heard rumours about alleged sexual impropriety by a senior Liberal Democrat.
Lord Rennard, ex-Liberal Democrat chief executive, denies the allegations, which date back to 2003.
Party leader Nick Clegg has denied allegations of a cover-up over Lord Rennard's alleged behaviour but admitted he was aware of "indirect and non-specific concerns" about the peer's conduct towards women.
Mr Davey said in a statement: "No one raised with me any specific allegation or complaint, or indeed any rumours, either when I was Ming Campbell's chief of staff, or before that, or since.
"The party has established two independent reviews both into the facts and into how our processes could be improved.
"We must now await their outcome."
Political opponents had claimed Mr Davey would have known about the allegations by four women, because he was an influential figure in the party.
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