Daei was born in Ardabil, Iran. Daei graduated from Sharif University of Technology in Materials Engineering (Metallurgical) with a BSc. degree. He began his playing career at 19 with hometown club Esteghlal Ardabi. His next club was Taxirani F.C, where he played for one season, before joining another club, Bank Tejarat F.C.. His tenure with Bank Tejarat lasted four years, scoring 49 goals in 75 games for the club.