Daly filed a complaint with Memphis police, saying his wife had attacked him with a knife. Police said when they went to the Daly home, near the course where this week's tournament is being played, neither Daly's wife nor his children were there.
Daly -- a two-time major championship winner whose life has been a soap opera of failed marriages, alcohol rehabilitation clinics and gambling losses -- played Friday and made the 36-hole cut despite bogeying the final two holes.
"While I slept at home last night, I was the victim of an assault by my wife," Daly said in the statement. "My only concern at this point is for the safety of my children and myself. We are working with local authorities and PGA Tour security to assure appropriate safeguards."
Daly has been married to his fourth wife, Sherrie, since 2001. She served a five-month jail term last year in Mississippi as part of a complex plea bargain that officials said involved a drug ring and illegal gambling.