Speaking on the Politics Show, The Shadow Home Secretary demanded a tough line on the investigation into the death Alexander Litvinenko, an opponent of Russia's President Putin.
"One of the reasons we raised the issue last week was, and that has come up in the papers today, the Prime Minister saying, 'Well the most important thing here is to maintain our relationship with the Russian state'.
"I don't think that is the most important thing.
"The most important thing is to make clear it's not acceptable to people to be killed in or on the streets of London."
He welcomed the fact that anti-terrorism police are reported to be on their way to Moscow to pursue their investigations.
"I think it's a good thing. I think it's very important that no channel is left un-pursued that this investigation goes right to its limit where ever it may be and that limit should not be a diplomatic limit, it should be the limit of the evidence."
Mr Davis was also asked about the Conservatives' attitude to Tony Blair's old soundbite about being "tough on crime, tough on the causes of crime".
Jon Sopel put it to him that Mr Cameron seemed rather keener on the liberal element of being tough on the causes of crime.
Mr Davis himself was keener on sounding tough, attacking crime.
But David Davis denied that: "I hope we're both. I mean we talk about all these things on a almost a daily basis, certainly more than once a week and they're both important.
"I'm very keen that we do something - we start to think about the issues that affect things like family breakdown, which got worse under this government.
Things that affect school discipline, which got worse under this government, the whole school truancy gone up by a quarter since this government has been in power.
And those are things which are contributors to the causes of crime and they're things you have to do something about and we both agree that."
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