The West Ham defender, playing his 50th game for Scotland, was shown the yellow card for kicking the ball away although the referee did say after the game that he made a mistake when he realised that he believed Dailly had not heard his whistle.
UEFA has said there is little chance that the decision will be overturned so Daiily will have to sit out the 2nd leg which Scotland go into with a 1-0 advantage.
"We haven't received any official complaint or protest yet from the SFA," said a UEFA spokesperson.
"The only possibility of this being overturned is when there is a case of mistaken identity and then you can cancel the yellow card.
"When it comes to a factual decision which is the decision made by the referee then they have no chance.
"They can obviously appeal but the outcome would be quite straightforward."