"say directly" is correct and usable in written English.
You can use it when you want to tell someone to speak in a straightforward or blunt manner. For example, "Please say directly what you need from me."
than, say, directly to Italy.
The ads don't say directly.
But he would not say directly what he thought of the job Mr. Starr had done.
"I will say directly that I think regulation is a threat to free speech," he said.
Strahan says what he has to say directly to people's faces.
And she declined to say directly whether she thought Mr. Cain should drop out of the Republican nominating contest.
Fox admitted the code had been breached, but was careful not to say directly that he had breached it.
The ATP did not say directly that the tablets routinely dispensed by its trainers were responsible for the positive tests.
Boras would not say directly what kind of deal he is seeking for Rodriguez, who is 32.
And that unification, some historians say, directly encouraged the construction of New York's beloved and maligned subway system.
He would not say directly that he favors a four-team playoff, but his view appears to be in line with many of the top B.C.S. officials.
