He can only guess how difficult it must be to raise your game in a one-off encounter when your bread-and-butter matches are against the butchers, bakers and candlestick makers of the part-time world and believes that is why Saturday's William Hill Scottish Cup semi-final between two of his former clubs, Rangers and Dundee United, makes for such fascinating viewing.
Dailly realises there is a school of thought that suggests a United line-up filled with exciting talents such as Ryan Gauld, Stuart Armstrong, Nadir Ciftci and Gary Mackay-Steven will deliver further humiliation to the Ramsdens Cup runners-up and does, indeed, believe it will be the Tannadice men contesting the final with Aberdeen at Celtic Park on May 17.
Just how resounding that victory will be, he is reluctant to predict. Dailly found himself dragged into weekly dogfights after being relegated from the Premier Division with the Tayside club in 1995 and has a certain empathy with the Rangers players, many of whom possess considerable pedigrees, looking decidedly average in the footballing hinterland of SPFL League 1.
"When you're not playing every single week against other full-time players - and Rangers have some very good players who can play in the Premier League in Scotland - it's difficult to know where you are," said Dailly, who will be working at the match for Sky Sports.
"It can be difficult to move up a level, though. I found no difference from playing in the [English]Championship to an international game. You might get away with an individual mistake more, but you were playing with professional players against professional players every week - really fit guys - and you could definitely make that step up.
"[But] if you're not playing against full-timers every week, it might be difficult to raise it back up again for a higher level.
"I was relegated with United and some of the performances we had in the old First Division were terrible.
"We lost a Challenge Cup final to St Johnstone when we were expected to win. I remember we went to Dumbarton and lost 1-0. It was one of the worst games ever. We were absolutely shocking."
Some of these Rangers players may not survive a mauling at the hands of United. It would also raise greater questions about the suitability of Ally McCoist to the manager's job, but Dailly, who worked with him at Ibrox during his days as Walter Smith's assistant, finds it absurd to suggest his position is under threat. "I don't think it should even be an issue," he said. "Who are you going to bring in?
"It's going to take a long time to rebuild and he's on it 24-7. I phoned him about a week ago as one of my close friends is head of performance at Scarlets Rugby Club. He rang me about 2pm on a Friday and he said they were coming to Glasgow and couldn't get a training pitch.
"I rang Coisty and left a message. Two minutes later, he rang back and said: 'Christian, no problem, give me the guy's number' and sorted it all out. By the time Scarlets had touched down in Glasgow, they were heading to Rangers' training pitch and Coisty was there to meet them.
"He would do anything to make sure people are right and that his club's right. It means so much to him and, yet, the job is so difficult. There'll be people involved upstairs at Ibrox who have no idea what it's like. That's the same at every club.
"One of the reasons I've not gone into football is because my career would then be dictated by someone who has not a clue about football. Why would I do that?"
One fellow with definite questions to answer following Rangers' Ramsdens Cup final defeat by Raith is Bilel Mohsni. Dailly played with him during an eventful spell at Southend and warns consistency - hardly something he possessed back then amid walkouts, fall-outs and an appalling disciplinary record - will be the secret to him succeeding at a higher level.
"I've seen a few eccentric things from Mohsni," Dailly said. "He has done all sorts of things you wouldn't believe. There were a couple of games, for example, where he turned up 15 minutes before kick-off. Inherently, though, he's a good guy, a character, and, sometimes, the game is robbed of characters."
Dailly is certainly happy with the way Dundee United are raising their new generation of players. Gauld has been a breath of fresh air this season and the 40-year-old, now studying sports science, loves the encouragement their younger talents are given to play the game the right way.
"When I was at United I felt that, although the coaching was brilliant, some of the off-the-cuff things we did were actually coached out of you," he recalled. "In one of the games I saw earlier this season, John Souttar back-headed the ball to his 'keeper, but it was cut out and the other team nearly scored.
"However, when the camera panned to Jackie McNamara, he was applauding Souttar. When he spoke afterwards, he said: 'I don't want him to stop doing it, I want him to get better at it.' That's the environment you want to play your football in."