He moved to West Ham United in 2001 for £1,700,000. During his time with West Ham, the club were relegated in 2003 but won promotion in 2005. Dailly appeared as a substitute in the 2006 FA Cup Final, which West Ham lost on penalties to Liverpool. After a loan spell with Southampton, Dailly moved to Rangers in January 2008. He helped the team reach the 2008 UEFA Cup Final. His final appearance for Rangers was as a substitute in the 2009 Scottish Cup Final, which Rangers won 1–0 against Falkirk. After a two-year spell with Charlton Athletic and short stints with Portsmouth and Southend United, Dailly retired in 2012.