He said she is “100% behind me” ahead of the ITV programme’s launch.
The new series gets under way on Sunday. Kay said that Daly “encouraged me to do it”. “She was like, ‘Just go in there and do it, have fun.”
Kay, who has hosted coverage of Formula E motor racing, also said he thinks sports presenting is more difficult than some of his previous jobs.
“I think standing on a shiny floor reading the autocue, in my opinion now, with everything I have done with sport, I think that’s getting away with it.”
Kay also revealed he has been isolating at a farmhouse ahead of the launch of the programme, which is being filmed in Wales rather than its usual location in Australia due to coronavirus restrictions.
Runner Sir Mo Farah, journalist Victoria Derbyshire and actor Shane Richie are among those taking part in the upcoming series.