Midfielder Kalala, 30, made 30 appearances for the Shrimpers last season before being struck down with a knee injury in February, and manager Paul Sturrock has opted not to offer him fresh terms.
"JP did a reasonable job for us last season before getting injured but I think we need to bring in a different type of player," Sturrock told the Southend Echo. "We need to bring in a midfielder who offers different things to what JP does because we have a few new ideas about systems for next season."
Dailly, 38, meanwhile, arrived at Roots Hall on non-contract terms in mid-March having recovered from injury, although he managed just three appearances before sustaining a broken toe.
Sturrock added: "I felt Christian had one good season left in him and I would've liked him to stay on but I respect and understand his decision. He's decided that coaching is now the way forward for him and he's going to work hard on getting his badges done.
"He's also currently doing a sports science degree which he can get done much quicker if he isn't playing football."
The news comes after Friday's decision to release left-back Peter Gilbert, who was deemed surplus to requirements by Sturrock following the recent arrival of Anthony Straker from Aldershot.