The American who is building up for not only for this week's season finale but also for the Davis Cup final in Portland against Russia, earned a psychological edge over Davydenko for the looming Davis showdown.
Roddick won his last ATP contest on September 3 over Tomas Berdych to reach the US Open quarter-finals, where he was plastered in straight sets by Roger Federer.
Defending champion Federer was beginning his quest for a fourth year-end trophy from the last five editions, taking on Chile's Fernando Gonzalez in a re-run of this year's Australian Open final won by the Swiss.
Former number one Roddick was made to work for success, losing his lead of a set and a break with a loose game while leading 4-3.
From that point on, the frustrated American, two-times a semi-finalist at the season wrapup, won just two more points as he dropped the second set.
But in the third, Roddick recovered with two breaks of the Russian who is carrying the weight of an ongoing ATP investigation into suspicious betting patterns in and around a match he lost this summer.
The American set up match point with his ninth ace and fired over a cross-court winner to take victory, despite a half-hearted Hawk-eye linecalling challenge from Davydenko.