So no-one should be too surprised that the former Dundee United, Rangers and Scotland defender has spurned the traditional exit routes for veteran footballers such as the licensing trade or the dugout in favour of a new vocation as a qualified athletics coach.
Dailly's obsession about maintaining his physical condition always marked him out in the arcane world of Scottish football. But he hopes that in years to come such single-mindedness will no longer be perceived as an oddity.
Put simply, when it comes to the furore caused by comments from Mark Wotte, the SFA performance director, about the "Buckfast and Burgers" culture which pervades in Scotland's national sport, he hopes he is part of a generation which can effect a cultural change.
"Football in general – and Scottish football in particular – can learn a lot from athletics," Dailly said. "The way people train for running, throwing or jumping events, all the different aspects of it will filter down into football eventually. I am not sure about comments about Buckfast and burgers but there is definitely more footballers can be doing, a lot more individual stuff.
"I see a lot of people I could help, and I could help them really quickly. It would take a wee bit of a change for some. And it is a cultural issue, but I am going to be part of the culture that changes it over time."
Dailly's athletic prowess was apparent from an early age – he played first-team football for Dundee United at the age of 16 – and the genes have clearly been passed on to his daughter.
Christy, one of six athletes he coaches, runs distances ranging from 300 metres through to 800m and was named in a Scotland futures squad which competed against Wales and Ireland at a junior Celtic Games event in Aberdeen in August.
"I used to coach a lot more, a much bigger group, but I didn't enjoy it so much and ended up cutting it back," Dailly said. "I am Christy's dad but it is just 'coach' at the club, she doesn't get any preferential treatment whatsoever. It is definitely too early to say whether she is going to be an elite athlete because there are still so many things that can happen."
Dailly revealed his daughter suffers from low iron levels, something both of her parents have had to overcome in the past.
"Christy has been anaemic for about a year and has been struggling to train properly, so for her to have done what she has done has been great.
"We have had all sorts of problems trying to get her iron levels up again but I am sure it will all resolve itself over time.
"Teenage girls go through stages and phases like this. I have had something similar with all of my pupils. I could tell you of four of my runners with similar problems." Having taken stick in his early days in the Tannadice dressing room for having the temerity to have four Highers, the Dundonian couldn't care less if some of his football contemporaries mock his choice of career now. He won Charlton's player of the year award at the age of 37 and knows he could still be playing at a decent level right now if he fancied it.
"I come from an athletic background so that is why I am doing what I am doing now probably, just following it through," said the man who won 67 caps for Scotland, including 12 as captain.
"I could probably have kept playing for another four or five years if I had wanted to. But I just felt I had had enough. I have always been my own man. I do what I like doing and what I think is right. I would be coaching anyway whether my daughter was involved or not. I like helping people, I know I can do it and think I can help."
If Dailly still appears lean enough to compete on the track himself then that must be because he may well do so in the future.
He was in the Olympic Stadium to watch the Kenyan David Rudisha win the 800m in the summer and plans to compete over that distance at British Masters level in just under a year's time once he becomes eligible to compete in the veteran event at the age of 40.
"Because I coach my athletes, I train with them every day," Dailly said. "I can run, although I have a battered old footballer's body after playing for 22 years. But I will certainly jump on to something. It gives you a reason to keep fit, doesn't it?"