Well, no. He didn't say that. He gave the primality of 11 as an example of a mathematical truth, and then went on to say that the truth of some mathematical statements is undecidable.
I do disagree with Davies, however, that Gödel's theorem has anything to do with physics. Gödel's theorem only applies to certain types of formal systems. It is by no means clear that there exists no formal system appropriate for describing physics that is free from undecidable propositions. Furthermore, if even if all appropriate systems suffer this blind spot, it isn't clear that it would conceal anything important about the universe.