Oklahoma (3-0) went on a 13-0 run midway through the second half to stretch a 10-point halftime lead.
Davis hit two of his game-high six 3-pointers during the run and finished with 21 points. Davis went 6-for-10 from behind the arc and made more 3-pointers than Texas Southern, which went 5 of 20.
Pledger added a game-high 23 points, and Nick Thompson pulled down nine rebounds.
Kevin Galloway scored 19 points and recorded seven assists to lead the Tigers (0-3).
Oklahoma faces Kentucky on Monday to open the Maui Invitational. The Tigers continue their season-opening six-game road trip against Oregon State on Sunday.