In Chapter VII, Nick guesses that Daisy was driving the big yellow roadster when Myrtle Wilson was killed. Nick asks Gatsby, "Was Daisy driving?"
"Yes," he said after a moment, "but of course I'll say I was."
This is in character with Gatsby's romantic nature. In protecting Daisy, he is leaving himself open to all kinds of trouble. If she had stopped the car after hitting Myrtle, it could have been passed off as an accident, since Myrtle ran out onto the highway unexpectedly. But when Daisy failed to stop the car, it became a hit-and-run offense. Evidently Daisy's husband Tom believes Gatsby was driving the car, and he is indirectly responsible for Wilson killing Gatsby and then killing himself. Even if Tom had known that Daisy was criminally liable, he would have protected her too.