The 38-year-old coach replaced Mohammad Reza Mohajeri in the Khorramabad-based team.
Brazilian coach Marco Aurelio da Cunha was the interim coach of Kheybar in recent weeks.
Under Daghighi's leadership, Shams Azar sits 12th in the Iran Professional League (IPL) 16-team table.
Rasoul Khatibi is reportedly a candidate to take charge of Shams Azar.