Alan Jones has fired back at Labor leader Michael Daley, dedicating most of his morning radio program to attacking the premier-hopeful after he and his fellow Sydney Cricket Ground Trust board members were threatened with the sack.

The day after his explosive interview with Mr Daley, influential 2GB broadcaster Jones said he did not react angrily to the threat at first because he "felt sorry for the bloke, who is completely out of his depth and still is".

Michael Daley and Alan Jones: The shock jock returned fire against the Opposition Leader on Wednesday morning. Credit:AAP

On Wednesday morning, Jones interviewed NSW Treasurer Dominic Perrottet and Transport Minister Andrew Constance who both seized on the opportunity to attack Mr Daley's leadership, character and credibility.

"He's the Sergeant Schultz of NSW politics," Mr Perrottet said, referencing the hapless army officer character in the 1960s sitcom Hogan's Heroes whose catchphrase is "I know nothing".