But just a few months later, he helped the Tayside club dump their Glasgow rivals out of the Scottish Cup to end their hopes of landing a treble.
So, the striker knows from personal experience that Stenhousemuir should not be written off in the Ramsdens Cup semi-final at Ochilview tonight.
The 30-year-old banged in four goals as Rangers thrashed the Warriors by a whopping 8-0 scoreline in an SPFL League One match at Ibrox last month.
And Ally McCoist's charges are strong favourites to win this cup-tie - some bookmakers have them at odds of 1/5 to triumph - and secure a final date with Championship side Raith Rovers.
However, the game will be played on an artificial pitch - a surface the Light Blues have often struggled on during the 2013/14 campaign.
And Daly understands that, despite the emphatic triumph they recorded the last time they took on Martyn Corrigan's side, his team will need to be at their best tonight to progress.
"The last game against Stenhousemuir goes totally out of the window," he said. "That is the case with every game, to be honest. Once it is over it is done, forgotten about.
"You always need to look forward to the next game in football. Every match is going to bring different challenges and that is certainly true in this game.
"We all know it is not an ideal pitch for us at Ochilview. We need to adapt to it quite early and stop Stenhousemuir from gaining a foothold in the match.
"We have to try and get used to the synthetic surface from kick-off. We have not always done that successfully on artificial pitches this season.
"Plus, they will be looking to bounce back from the 8-0 defeat they suffered when they played us last month. They will be keen to show they are a good team.
"They have actually been doing very well in the league and they will be keen to show that form with a far better performance than the one they put in at Ibrox."
Daly captained Dundee United to the Scottish Cup in 2010 after helping the Tannadice club beat Rangers 1-0 in a quarter-final replay.
The 3-0 win over Ross County in the final was special for United fans - over 30,000 of whom crammed into Hampden - as it was only the second time their heroes had lifted the trophy.
The Ramsdens Cup final will not, no matter where it is held and how many turn up, be as momentous as that day if Rangers do succeed in overcoming Stenhousemuir.
Nevertheless, Daly stressed that all the Rangers players are desperate to win the match and go on and lift this piece of silverware for the first time.
The Irishman believes it would be an important milestone for the Gers as they continue "The Journey" up the leagues.
"I would hope that winning the Ramsdens Cup would help us going forward as we look to climb the divisions and get back to the top flight once again," he explained.
"It is a cup competition and winning is a good habit to have. A chance of getting to a cup final, no matter what competition it is, is not one to be taken lightly.
"Obviously, this club has contested bigger cup finals in its history. It was not long ago that Rangers were competing in the Uefa Cup final.
"But the club finds itself in this position and we have to play the matches. This is a competition we all want to do well in and we all want to win.
"We want to beat Stenhousmuir and get to a cup final. If we can get there then, of course, we would like to win the trophy. It would be good to give the fans something to cheer about."
Daly moved to the top of the League One scoring charts with a second-half hat-trick in the 4-0 win over East Fife at New Bayview on Saturday.
The Dubliner, who joined Rangers from United on a free transfer in the summer, has now netted 11 times in all competitions.
He is confident he can score every time he takes to the field at the moment and is hoping to be on target once again against Stenhousemuir this evening.
He said: "Footballers, strikers in particular, thrive on confidence and I am no different to anyone else.
"When you are scoring regularly you fancy your chances every time you play.
"I have been lucky to have so many good players around about me supplying me with chances and I am sure that will continue.
"Everyone in the Rangers team is playing well at the moment.
"We have to make sure that we treat every opposing team with total respect. But if we go into every game with the right mindset, as I am sure we will do, we should do well."
Tonight's semi-final tie is being screened live on BBC Alba and kicks off at 7.35pm.