The 26-year-old also called Davy on Christmas morning.
According to a source close to Davy, she was "surprised and delighted" at the white gold gift and wondering if there was a future for their six-year romance, which finally ended Sep 2010.
"Harry's kindness made her think about whether they made the right decision in calling it a day," the Sun quoted the source as saying.
"They're both finding it especially difficult being apart at Christmas. In previous years they spent time together."
"Harry and Chelsy are still trying to work out whether or not they have a future. They will always care for one another. They don't talk as often as they used to - I think he's giving her space to decide whether she wants a future with him," the source added.