My wife tried to stab me - Daly
Daly called police about 0600 local time on Friday in Memphis, where he is competing at the St Jude Championship.
When they arrived his wife, Sherrie, and the couple's children were absent, and police could not find the knife Daly, 41, claimed she used.
The two-time major winner, who was seen with red marks on his cheeks on Friday, issued a statement saying he was the "victim of an assault by my wife".
The couple had argued on Thursday night at a restaurant near the golf course, Daly told police.
"I filed a complaint with the Shelby County Sheriff's Office," he added.
"They are investigating, and I'll have no further comment on the matter while they pursue their investigation.
"My only concern at this point is for the safety of my children and myself."
Daly added he was working with local authorities and tour security for protection.
He was tied for eighth place after the first round of the St Jude Championship.
During his career Daly's exploits on the course have been overshadowed by gambling and alcohol addictions and suspensions by the golf authorities.
Daly met his wife at a golf tournament in 2001 and they married seven weeks later.
She was charged over alleged involvement in a drug ring and an illegal gambling operation in 2003, and was jailed for five months in January 2006.
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Golf News, Source, BBCSports.com.- Daly admits huge gambling losses.Daly, 40, reveals in his autobiography he fears the problem could destroy him.
"If I don't get control of my gambling, it's going to flat-out ruin me," states Daly, who has been married three times and battled alcohol addiction as well.
The American revealed that hours after winning nearly $925,000 at the WGC-American Express last October, he lost double that gambling in Las Vegas. The 1995 Open winner was defeated in a play-off against Tiger Woods in San Francisco and says he drove to Las Vegas and lost almost $1,800,000, mostly on slot machines - half of that in just 30 minutes.
The US Tour's website commissioner Tim Finchem met Daly on Monday and said afterwards: "It is clear that he continues to be concerned about and grapple with significant personal challenges.
"I have expressed to John the Tour's concern for his well-being, as well as his on-going need to uphold the image and standards of the PGA Tour.
"While we will continue to enforce the regulations and policies of the PGA Tour, I have advised John of the Tour's willingness to support him in his efforts to deal with his personal issues." Story from BBC SPORT:
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