The Sex and the City actress explained in an interview with Access Hollywood that it has been difficult to leave her newborn child even for short periods of time.
"I have to say, [working is] still really stressful. I have amazing help or I would never get through it," Davis explained. "But last week we had a day where I didn't see her awake. I left in the dark I got home in the dark."
She added: "I saw her when she was sleeping... and then you feel, you know, wrong inside, so it's a struggle."
Davis went on to suggest that some people often wrongly look down upon celebrity adoptions.
"I feel like people don't really understand adoption, and there are a lot of misconceptions, and I know there's kind of a cynical view that famous people somehow buy their babies which is, you know, very, very far from the truth," she said.
"There are a lot of laws involved in adoption and everybody has to go through the same process."
Davis previously said that she has wanted to start a family for many years.
The actress will next appear on the big screen in Journey 2: The Mysterious Island, which opens on February 10 in US and UK cinemas.
> Sarah Jessica Parker "so happy" for Kristin Davis adoption
Watch a trailer for Journey 2: The Mysterious Island below: