Dailly appeared as a substitute in the 2006 FA Cup final, which West Ham lost on penalties to Liverpool.

After a two-year spell with Charlton Athletic and short stints with Portsmouth and Southend United, Dailly retired in 2012.

He became the youngest-ever player to appear for Dundee United when he made his first-team debut on 21 August 1990, though this record has since been broken by Greg Cameron.

Playing as a striker and scoring in each of his first three games, Dailly quickly shot to prominence, making his Scotland Under 21 side debut just a month later.

In 1995–96, Dailly was firmly established as a centre-back and started the season as United's club captain, although he was subsequently replaced by Dave Bowman.

This proved to be Dailly's final game for Dundee United, as he joined Derby County in August 1996 for £500,000, with a further £500,000 payable dependent on his international career, which was later paid.

In his debut English season, Dailly missed just two games, with his three goals helping Derby to 12th place and six points clear of relegation.

In the 1997–98 season, Dailly made 30 appearances and scored once; Derby fared even better, with the club finishing ninth and just two points from European football.

However, he fell out of favour with new boss Graeme Souness and in January 2001, after making just nine appearances that season, Dailly left for West Ham United in a £1.75m deal and returned to the Premier League.

He scored the winner against Ipswich Town in the play-off semi-final to send them to the final[7] but they failed to win promotion.

Injury prevented Dailly from the majority of West Ham's promotion-winning 2004–05 season, although he returned to make brief appearances in one play-off semi-final leg and the final.

[8] Dailly appeared as a substitute for West Ham in their 2006 FA Cup final defeat to Liverpool, coming on in the 77th minute.

[11] He made his Rangers debut three weeks later in a UEFA Cup match against Panathinaikos; the game ended in a 1–1 and saw the club progress to the fourth round.

[15] On 31 July 2009, Dailly signed for Charlton Athletic on a Bosman free transfer and took squad number 35, his then age.

[21] On 16 March 2012, Dailly signed for League Two side Southend United on non-contract terms, following several months training with the club to recuperate from a knee injury.

[23] In Dailly's third appearance for the club, against Bristol Rovers on 24 March 2012, he broke his toe ruling him out for the remainder of the season.

[25] On 11 September 1990, Dailly became the youngest player to appear for his country at under-21 level when he featured at the age of 16 against Romania at Easter Road.

[26] In May 1993, he was included in Andy Roxburgh's Scotland squad for the first time for a 1994 FIFA World Cup qualification match in Estonia.