The French outfit have won just one of their seven encounters, with Wasps tasting success five times and one game being drawn. Wasps won 12-3 at Jean Dauger four seasons ago and drew 13-13 there last time out, although Bayonne's solitary victory did come at the same venue in the 2011/12 campaign.
"We seem to get Bayonne every year and it seems to come down to us trying to get a result at their place in order to top the pool," Daly told the Wasps website.
"It is always a tough place to go but we know exactly what we will be preparing for. Having played them at Adams Park earlier this season (Wasps won 26-10), we know what they will bring.
"There will be some stars on show and when they are given ball in the right areas they will punish us. They are always a force when at home and we know that it will be a tough battle.
"If we win then it sets us up well to get a home quarter-final and to hopefully play one of the Heineken Cup teams coming down, which is what we all want to test ourselves against."
Wasps head into tonight's encounter in high spirits having fought back from 13-3 down at half time to beat Exeter Chiefs 19-16 last weekend.
A last-gasp drop goal from Andy Goode secured a fifth win in six games for Dai Young's men and Daly hopes they can show similar character on their return to European action.
"The real positive to take from the weekend is the way that we turned things around at halftime," added Daly.
"I think that overall the first-half performance was disappointing but we did create chances. There were a number of times when we broke the line but we then either weren't composed enough or our skills let us down.
"They came at us with a real intensity and played the game at a high tempo that we didn't match in the first half. I think that, with their first try, it was obvious we were slightly off the pace, but we managed to come out after halftime and turned things around to win the second period 16 points to 3."