The stopper, who has performed superbly since joining the club in October, was stretchered off during the New Year’s Day clash.
A scan on Monday revealed no broken bones, but the former Merstham, Met Police, Kingstonian and Staines goalkeeper was due to see the physio at Premier League side Arsenal this week.
Daly works with the London side training their goalkeepers and will be assessed by them.
Horsham manager Dominic Di Paola added: “I personally think it’s ligament damage, so it’s a bad one and a huge worry.
“He has been brilliant since he has come in and is a great lad. He has fitted in well, so it’s a worry on the pitch and off it for him as well. He is involved with Arsenal, but I am not sure how much help them will give him as he is not one of their full-time keepers, but I think he will be out for a while.”
Horsham, have made a seven-day approach for a new goalkeeper, but still also have Michael Hunter, Joe Taylor and James Fernandes, who had an operation in November, signed on.
Lewis Hyde, who limped off against Carshalton Athletic on Saturday, and captain Scott Kirkwood, who rolled an ankle in the Lewes warm-up on New Year’s Day, are doubts for Saturday.