No team selected him out of Bucknell University in 2004. But last season, the right-handed Daley earned a job in the Rockies' bullpen in April and was a key part of the team's unexpected rise to the National League playoffs.
No longer does Daley have to be known as an undrafted free agent. But what if Daley wants to be known that way for as long as he pitches?
"That's who I am," Daley said. "Once you start believing your own hype, that's when you set yourself up to fail, if you keep telling yourself, 'I know who I am.' I'm going to keep pushing and doing what I need to do to succeed. You put yourself in a position to do what you want to do."
Daley, 26, went 1-1 with a 4.24 ERA in 57 appearances last season. With the exception of an unlucky incident when he stepped on a stray baseball bat while backing up home plate and wound up missing 17 games with a foot injury, 2009 could be called a charmed season.
Daley, who was called up after making five appearances at Triple-A Colorado Springs, began his career with three scoreless appearances. He finished the season with 55 strikeouts and just 18 walks, and held opponents to a .228 batting average in a middle-relief role.
The scenario is not unprecedented. One of the best relievers in Rockies history, Steve Reed, was an undrafted free agent who let the Draft Day slight drive him. Reed's 461 appearances are the most in club history, and his 833 appearances rank 37th all-time.
Daley isn't offering his strong season as proof that all the teams were wrong for not selecting him. He'd rather believe that teams still think they were right.
Daley's approach does not change. He'll study video and scouting reports, and ask teammates and coaches for advice, just as he did last season. He'll continue to sometimes go strength against strength against hitters, with the belief that he's good enough to succeed.
"You've got to believe in yourself more than anything, and try and prove people wrong," Daley said. "Those are two things I did that helped me get to where I am. I worked even harder knowing that I had to, to get to this level, knowing that in the offseason somebody else is working, so I need to work as well."
With pitchers and catchers due to report to the Rockies' camp in Tucson, Ariz., on Feb. 18, Daley's story is one to keep in mind during the early days of workouts or those seemingly endless games featuring unknown players wearing numbers that are more fitting for an offensive guard than a baseball player.
But No. 66 made himself impossible to ignore.
Daley posted a 1.42 ERA in six Cactus League games, and stayed in camp longer than anyone had reason to expect. Rockies manager Jim Tracy remembered being even more impressed with Daley the day he was sent to Minor League camp. That was when Daley told then-manager Clint Hurdle and the coaches in the room that the time in camp had shown him that he had the ability to make the Majors.
The Rockies agreed, and had jersey No. 31 waiting for him when they called him up on April 22.
Tracy, who took over for Hurdle in late May, noted that if a team runs its camp properly, it doesn't overlook a player like Daley.
"Spring Training is not just about the 25 guys you start the season with, it's about trying to win a championship, and with every team I've ever been involved with the 25 you started with aren't the 25 you finished with," Tracy said. "Matt Daley showed up that he could help us.
"What we saw in camp was a kid who was fearless and loves to compete. You've got to beat this kid with the bat. When you're trying to get the last nine outs, you like to lean on a guy like him, a consummate strike-thrower."
The trick for Daley is to return to camp as the consummate underdog.
"That's the good thing about the offseason, getting back home to New York, getting away from everything," Daley said. "I got back into the same offseason routine I've been in. I worked out with a trainer and I'm in really good shape, ready to go.
"It's good to get away from a little bit, but I'm definitely getting the itch and ready to come back."
Thomas Harding is a reporter for MLB.com. This story was not subject to the approval of Major League Baseball or its clubs.