In 2015, Conor subbed in for Rocky Moran Jr. at the Long Beach GP with Dale Coyne Racing. He then returned for the 2015 Indianapolis 500 in the Smithfield Foods “Fueled by Bacon” special run by Schmidt Peterson Motorsports, but was forced to retire before the green flag due to a mechanical failure. He replaced James Hinchcliffe for 3 rounds following Hinchcliffe’s injury from a practice crash leading up to the Indy 500. He finished sixth at the second race at Detroit.
In 2016, Daly raced the full 2016 IndyCar season for Dale Coyne Racing. He led 56 laps at 5 different races, and finished 2nd in the first race at Detroit for his first career IndyCar podium. For the 2017 season, Daly raced the number 4 car for A. J. Foyt Enterprises.
Daly lost his ride with Foyt for 2018, but was signed by Coyne for the 2018 Indianapolis 500. His No. 17 car, fielded in conjunction with Thom Burns Racing, was sponsored by the United States Air Force.
In 2019, Andretti Autosport signed Daly to enter the Indianapolis 500, where he finished tenth. On June 4, 2019, he replaced Max Chilton at Carlin for the Texas Motor Speedway race, finishing 11th. Daly would replace Chilton at the remaining oval races for the season, with a best result of 6th place at Gateway. On August 29, 2019, Daly was announced as a replacement for Marcus Ericsson for the round at Portland as Ericsson had been called up by Alfa Romeo to be on reserve driver duty at the F1 race at Spa. Daly would also return to Andretti Autosport for the season finale.
On December 9, 2019 it was revealed that, for the 2020 IndyCar Series season, Daly was signed to contest the 12 road and street circuit races in the No. 20 Ed Carpenter Racing entry. Daly was also contracted to compete in the 2020 Indianapolis 500 in an additional Ed Carpenter Racing entry. On March 10, 2020, Carlin announced they have signed Daly to compete in the remaining oval races in the No. 59 entry, thus giving Daly full-time status for the 2020 season.
Daly finished 6th at the 2020 season opener at Texas Motor Speedway. He claimed his first IndyCar Series pole position at the first race of a doubleheader at Iowa Speedway, which was the first pole for Carlin as an IndyCar team.