Having moved to Saba Battery in 2004, Daei helped the club to win the Cup in 2005 before becoming the player-manager of Saipa in 2006. His international career finally came to an end with a second appearance at the World Cup in 2006, finishing with a total of 109 international goals. His coaching career began with league title for Saipa in 2007, but a year later he was appointed coach of the national team and left Saipa following the 2007-08 season. With struggling to qualify for the 2010 World Cup, Daei was sacked as national coach in March 2009.