A jury in 2008 blamed the crash that killed Diana and her lover, Dodi al Fayed on "grossly negligent driving" by Henri Paul, who was driving the two in a Mercedes and was also killed in the crash, and by cars pursuing them as photographers tried to get close.
"I am absolutely convinced this was an accident so I'm mystified, after 13 years, how any new information can possibly allege anything other than [that] this was a tragic accident," Davies told ITV News.
Officials said new claims suggest the three were killed by a British special air service member.
The information was giving to the Royal Military Police after it came to light during the trial of Sgt. Danny Nightingale, an SAS sniper convicted of illegal weapons possession, The Telegraph reported.
The estranged parents-in-law of another SAS soldier, whose name was not reported and who was a key witness in Nightingale's prosecution, told the Royal Military police the unnamed soldier told them the deaths were arranged and had been covered up.
A Scotland Yard spokesman said, "The Metropolitan Police Service is scoping information that has recently been received in relation to the deaths and assessing its relevance and credibility."
"The assessment will be carried out by officers from the specialist crime and operations command. This is not a re investigation and does not come under Operation Paget," the spokesman added.