It comes as Blues captain Isaah Yeo throws his support behind Nathan Cleary to continue as the team's halfback in 2026 following debate about his Origin track record.
It's been a "tough" few days for Daley since the highly-fancied Blues' loss in the decider, which came after a dominant win in Origin I and a tight game-two defeat in which NSW scored more tries than Queensland.
The slow-starting Blues' 24-12 loss proved a sour end to Daley's comeback series and has been rated by pundits among the side's darkest hours, alongside the 1995 and 2020 series defeats.
"(I'm) just trying to recover from Wednesday night. It'll take a while to get over," Daley told The Big Sports Breakfast on Monday.
"We expected a better performance, obviously, just trying to scratch my head on why, why we had a performance like that.
"The first couple of days were tough.
"But you've just got to go through the review, which won't be great, at some point, and look to be even better than what we were."
Back at the helm for a sixth Origin series, Daley felt the Blues prepared excellently for the decider, only to fall 20-0 down at half-time with their fate practically sealed.
The coach said at full-time that NSW lost "the moments" in game three but on Monday indicated he'd need to sit down for a full review to completely get to the bottom of the surprise loss.
"That has to start with the coaches, me in particular. I've got to look at myself and make sure that I go through what I did to see whether that was the best I could have done," he said.
"Are there other things that I could've done that could've made a big difference?
"Going on what I felt after the game, I'm still none-the-wiser because I just was so happy with the way that we prepared and the way that we went about it ...Our preparation was as good as I've seen."
Under fire but contracted for next year, Daley said it was on him to shoulder the blame for the decisive loss.
"I have to take full accountability for all that because I'm the leader," he said.
"I get that, I understand that, people's frustrations. That's what you want around State of Origin, you want people to be emotional about it because they care."
Elsewhere, Blues captain Yeo rushed to Cleary's defence after criticism over the four-time premiership-winning halfback's performance on Wednesday night.
Cleary was unable to lift the Blues back into the contest once the polished Maroons had their eye in, marking his third loss from as many game-three Origin deciders.
The 27-year-old said on Wednesday night that scrutiny of his Origin track record was valid, but bounced back to guide Penrith to a 32-10 win over Parramatta on Sunday.
Mitch Moses and Isaiya Katoa are halfback options for the 2026 series but Panthers teammate Yeo still wants Cleary in his Origin team.
"He'd be my number seven, he'd be the first player I'd pick in any team," he told AAP.
"I don't agree with (the criticism). For me, he's still the best player in the game. For some reason it's always on the seven but it wasn't a great night for many of us."
