The Westerners scored an unearned run in the second inning, three earned runs in the third and another run in the sixth.
Melissa Kroksh and Kayla Tindall led the Westerners with two hits each. The Westerners combined for eight hits.
"That's a lot of hits off a quality pitcher like (Amber) Timmins," A-W coach Todd Colt said. "We put the ball in play. We had three strikeouts. I'm pleased with that against their team."
Timmins pitched a complete game and walked just one for the Lady Jays. Davis struck out nine.
"Defensively we played well," Colt said. "Brandi was hitting her locations tonight like she can. They're a good ball team. It was a good game. 5-0 may sound like not a close game, but it was."
Steph Rohe and Lisa Gunter had the only hits for the Lady Jays.
Gehlen (5-2) will play again Friday against Hartley-Melvin-Sanborn in Le Mars. A-W (7-0) will play two games Saturday in Sheldon.