Ms Davies, the state's opposition leader, says her party will support the voice proposal put forward by the Albanese government.
She said she was caught unaware by David Littleproud announcing the federal Nationals' position.
"I did express that to David, that we would have appreciated a discussion about this," she told ABC Radio.
"I respect their partyroom decision but in Western Australia, we have a different view."
Mr Littleproud has said the voice, which is slated to go to a referendum in the next two years, would not deliver practical outcomes to close the gap for First Nations people.
Ms Davies, who has previously broken ranks with the federal party on climate issues and called on then-leader Barnaby Joyce to resign in 2018 over his affair with former staffer Vikki Campion, disagreed.
"I don't think it's one or the other, I think we can do both," she said.
The voice to parliament is one of the recommendations from the Uluru Statement from the Heart.
The government has proposed adding three sentences to the constitution outlining the creation of a body which would represent Aboriginal and Torres Strait Islander peoples.
It would advise parliament and the government on matters relating to Indigenous people but would be "subservient" to legislation.
Opponents including Indigenous coalition senator Jacinta Nampijinpa Price have criticised the Albanese government for providing insufficient details about how it will work.
Prime Minister Anthony Albanese on Tuesday said he was confident it could help to close the gap in areas including education, health and incarceration rates.
The federal Liberals are yet to agree on their position.
26°C