Wales were 16-11 in front with nine minutes left but an Owen Farrell penalty reduced their lead before left wing Daly went in at the corner for a converted try that extended England’s national record winning streak to 16 victories.
A fast-paced first half ended with Wales five points in front at 13-8.
Leigh Halfpenny’s boot appeared to have secured victory for Wales but England rallied to ensure their Australian coach Eddie Jones retained his perfect record as Red Rose boss.
The decisive passage of play saw Wales force a turnover near their own try-line only for centre Jonathan Davies’s aimless kick to be run back in style by Daly, who beat Alex Cuthbert for pace for a stunning try.
Significantly, Farrell added the conversion and that meant Wales had to score a try just to equalise. But England’s defence held firm.