Dailly was to go on and score twice from 43 games as West Ham finished in the Division One play-off positions in 2003–04. He scored the winner against Ipswich Town in the play-off semi-final to send them to the final 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. He signed a new deal with West Ham in June 2005. Dailly appeared as a substitute for West Ham in their 2006 FA Cup Final defeat to Liverpool, coming on in the 77th minute. Despite being 2–0 ahead after 28 minutes, West Ham eventually lost on penalties. He was the longest serving West Ham player at the time of his departure and something of a cult hero to the fans.