Davey told Sky Sports News: "I'm very pleased, it's fantastic to draw Chelsea at home. We wanted a home tie and to get Chelsea is brilliant.
"In the last round against Liverpool 6,000 Barnsley fans came to Anfield, now we can fill our stadium against another fantastic, world-class team. It's a good reward for beating Liverpool in the last round.
"We played Blackpool, then Southend, then we were looking for a big club. To draw Liverpool at Anfield was fantastic for us.
"We won that and now we have the chance to play against more world-class players at home."