United this week revealed they had received a letter from Rangers informing them of their intention to speak to the 30-year-old.
Tannadice captain Daly is out of contract in the summer and the Ibrox club can register free agents from September 1 – despite an SFA signing ban.
The former Republic of Ireland Under-21 internationalist, who has scored 57 goals in 158 games since moving to Scotland in 2007, can play up front or at centre-half.
However, boss McCoist and his scouting staff are currently scouring the country for players to strengthen his squad and remained cool when asked about his interest in Daly.
He said: "All we are doing is registering a note of interest in players, and Jon is one of a number who are out of contract with their own clubs at the end of this season.
"We're just confirming that status with the clubs. There is nothing more to tell, nothing more to say. We are looking to bring players to the club and they have to be free transfers.
"We aren't able to register them until September 1, but he is one of a number we are looking at. He ticks a lot of boxes. But, unfortunately, at this moment in time, he ticks them for Dundee United."
Speaking to Rangers TV, he added: "Time will tell whether we keep our interest in players like John, but we are certainly looking to strengthen the squad for next year, that goes without saying.
"To be fair to the player, and we have to be fair to the player, he's with another club at the moment."
United manager Jackie McNamara has revealed Rangers could have stiff competition for Daly's signature if they do decide to follow up their initial interest.
The former Celtic player remarked: "Jon has been a great player for Dundee United in his time here. I think it's credit to him that he's highly sought after and I'm not surprised it's not just Rangers.
"It's down to the lad and what's best for him and his family. If it is with us then great, if not then it is part and parcel of football, you just have to get on with it."
McCoist, meanwhile, has said he is hopeful Rangers will be better prepared for the 2013/14 season than they were for the current one despite their inability to sign players in the summer.
The Rangers legend was unsure if the Glasgow club would be able to play at all after several months of off-field turmoil and only got the go-ahead to compete in the Irn-Bru Third Division at the very last minute.
He added: "We obviously can't spend any money in the transfer market but, as we've said on numerous occasions, we can bring in free transfers and register them on September 1 with a view to strengthening the squad.
"It's not an ideal way to do it, but we have to strengthen the squad in any way we can and that's one of the ways we can do it.
"Last year I actually went on record as saying pre-season was a bit of a shambles to be honest, through no fault of the players or the staff, I have to tell you."
He said: "We had six players turn up for pre-season, we couldn't play a game, we couldn't go on tour and we had three tours cancelled, it was horrendous really.
"At least hopefully this time we can go on and win the league and we can get planning for the start of next season.
"Again that won't be ideal with only being able to sign free transfers, but at least we can get a good pre-season under our belts which is very, very important."