While Holiday and Davis have put up decent numbers over the first two games of the season, they have yet to produce a victory.
New Orleans will try to avoid losing its opening three games for the first time in nine years when it hosts the Charlotte Bobcats on Saturday night.
Davis has averaged 23.0 points and 14.5 rebounds in the Pelicans' first two games, while Holiday, who was picked up in a July trade after an All-Star season with Philadelphia, has put up an average of 20.5 points.
Gordon scored 25 in a 95-90 home loss to Indiana on Wednesday before falling off with only 12 on 4-for-11 shooting in Friday night's 110-90 defeat at Orlando.
The Magic limited New Orleans to 6-of-21 shooting in the second quarter and went into the break with a 53-35 lead. The Pelicans cut it to 62-48 on a dunk by Davis off a lob from Holiday early in the third, but that was as close as they would get.
The Pelicans haven't lost their first three games since an 0-8 start in 2004-05.
New Orleans is hitting 37.3 percent from the field this season, numbers that could make for an ugly game against the Bobcats (1-1), who are shooting 40.5 percent.
"Let's face it, we've got some players who aren't playing that well," Pelicans coach Monty Williams said after Friday's loss. "We've got to play much harder than we played. We just did not play with a sense of urgency on every possession."
Davis hit only nine of his 23 shots against the Magic, while Holiday bounced back after going 1 for 8 in the first half.
"It just wasn't us tonight," Gordon said.
The Bobcats picked up their first win of the season with a 90-84 victory over Cleveland on Friday night in their home opener despite the absence of center Al Jefferson due to an ankle injury.
Kemba Walker had 23 points and seven assists to help give new coach Steve Clifford his first win. Walker hit a 3-pointer over Kyrie Irving with 58 seconds left to break a tie and Charlotte held off the Cavaliers on their last two chances.
"Coach puts me in great position to make plays like that and if he's going to put me in that position I have to come up big," Walker said.
Jefferson, who signed a three-year, $41 million deal in July, aggravated an ankle injury in an opening loss at Houston. He missed most of training camp after turning his ankle in the second preseason game. It's unlikely he'll play Saturday, and Clifford said he will be reevaluated over the weekend.
"It's significant," Clifford said of having to play without Jefferson. "He's our best offensive player. I don't want to go crazy, but he's of the two or three best low post scorers in the league."
The Bobcats have lost three straight and five of their last six against New Orleans. In the last meeting, the then-Hornets won 98-95 in Charlotte to improve to 13-5 all-time in the series, though the Bobcats have earned two of their victories in the Big Easy.