Chicago is a finalist along with Tokyo, Madrid and Rio de Janeiro.
Daley said Friday that he'll spend the week in the Danish capital courting IOC delegates, attending receptions and preparing for the city's final bid presentation.
Daley held a final Chicago news conference in Washington Park where the Olympic Stadium would be built if Chicago gets the games.
The mayor said he's confident as he heads to Copenhagen, and that bidding for the Olympics will have been worth it even if Chicago doesn't win the games.
He said Chicago will make a strong presentation for why the city should host the Olympics.
ABC7 caught up with the mayor before he boarded his flight.
"I think people really want this. It would be a great thing for Chicago," said Mayor Daley.
As the mayor prepared to spend eight hours on an airplane en route to Copenhagen, others on the 2016 committee are already there. But the biggest contingent of Chicagoans will leave Monday on a suitably decorated United Airlines jet. The group will include politicians, celebrities and other supporters, including athletes, as well as the grandson of perhaps the greatest Olympian ever, Jesse Owens.
"It will be a full circle feel to it coming back…to the city that my grandfather considered home," said Stuart Owen Rankin, Jesse Owens' grandson.
Earlier on Friday, Mayor Daley rallied support in Chicago for the city's Olympic bid.
Friday's rally took place in Washington Park, which would be the sight of the opening ceremonies.
The mayor told the crowd he's confident about Chicago's chances and dismissed concerns about the economy.
In seven days, the IOC will vote to select the city that will host the 2016 Summer Games.
Daley said he's convinced just bidding for the 2016 Summer Games has been good for Chicago and that a winning bid will be a lever that shapes the city's future, like when Chicago previously took the world stage with "big plans".
As mid-morning sun struggled to break through in Washington Park, proposed site of the 2016 Olympic Stadium, the mayor struggled to bring light to his vision: that like the 1893 Columbian Exposition, and its plans for Chicago, plans that came to life in Washington Park, hosting a global event will ensure the city's future.
"This is the moment that we all look forward to: going there and making the presentation, on behalf of the U.S. and Chicago. And we make it in the spirit of all of our families and the spirit of those who sacrificed to make what our city is and what our nation is," Daley said.
Facing lukewarm public support, the mayor denounced media reports that have shed light on the connections some city hall insiders have to possible Olympic development deals.
"People are upset, but if they are upset, and you have no vision, your city perishes. And your businesses are perishing very quickly," Daley said.
Indeed, Chicago nearly perished in the great fire of 1870, and the mayor and his supporters said recovering from the current recession requires big plans like those of 1893.
The nation's education secretary, Chicagoan Arne Duncan, said education excellence is part of the Olympic spirit and he'll be part of the team telling the IOC a Chicago games offers a priceless legacy.
"I think what that would mean for Pilsen, Little Village, North Lawndale, North Kenwood, Oakland for children to be a part of this world stage would be the most inspirational thing I could imagine," said Arne Duncan, U.S. secretary of education.
"The strength of this Olympic plan when you think about it has been nurtured over many years. It just didn't happen over the last two years," said Palos Hills Mayor Jerry Bennet, Co-Chair of the 2016 Regional Coordinating Committee.
"An African American poet once said, 'hold fast to dreams for if dreams die, life becomes like a broken-winged bird that cannot fly.' Our neighbors have held fast to a dream of a revitalized Washington Park, and should the Olympics come here, their dreams will not have been in vain," said Reverend Richard Tolliver, of St. Edmunds Church.
A key to that dream may be Chicago's own president, Barack Obama. He's still not saying whether he will join the mayor in Copenhagen, but his Olympic coordinator says it depends on how the debate in Congress over health care reform plays out.
"He's always said he'd love to go," White House senior adviser Valerie Jarrett told ABC7 Friday afternoon. "As the process is going through Congress he's monitoring it very closely and if he thinks that he can go without having an adverse impact on that process, well then he'd be delighted to do so," Jarrett said.
A lot of alderman that spoke with ABC7 reporter Ravi Baichwal are convinced that a presidential sales job is critical to Chicago's chances. In fact one, Alderman Toni Preckwinkle of the Fourth District, says it is the difference between getting the Games or not.
That's also the view of at least one very senior writer on the Olympic beat, who's predicting the race comes down to Chicago versus Madrid, which means an up and down vote on Chicago on that crucial final ballot.
The speculation is that Rio de Janeiro and Madrid will split the Latin vote, making it an up and down vote on Chicago.
The IOC will make its decision next Friday, October 2.
ABC7 will provide complete coverage of the announcement. A timeline of coverage can be found here. Ben Bradley will report live from Copenhagen starting Tuesday.
On October 2nd, the host city winner announcement is expected at about 11:30 a.m.
All of events will also be streamed live on our Web site, abc7chicago.com.
The Associated Press contributed to this report.