Davis, according to the Pelicans and the Elias Sports Bureau, became the first player since blocks were recorded -- in at least 30 seasons -- to have at least 36 points, 14 rebounds, nine blocks and seven assists in an NBA game.
Davis also became the second player in NBA history to score more than 30 points, grab more than 10 rebounds, block eight shots and record seven assists, which Hall of Famer David Robinson did twice.
"It's a tough loss, especially in the position we're in," Davis said. "We have to move on and get ready for our next game."
Davis scored six of his points in the first overtime, but missed his only two shots of the final extra session -- both jumpers -- and was unable to get past Nuggets counterpartKenneth Fariedfor opportunities inside.
"A.D. was shooting a lot, making shots, but I stayed the course and I was able to finally get his legs to give out," said Faried, who had five fouls late in regulation but survived both overtimes. "We play at altitude, so we've kind of got the advantage to keep going."
Information from ESPN Stats & Information and The Associated Press was used in this report.