Day was born October 30, 1916 in Alexandria, Virginia and made his professional debut in 1934. Day was one of the top pitchers in the Negro Leagues from the mid-1930s through the 1940s. From 1935 to 1946, he appeared in a record seven East-West All-Star Games and in 1942 he set a Negro League record by striking out 18 batters in a single game.
During World War II, Day served in the United States Army. Day retired from baseball in 1955 and was inducted into the Baseball Hall of Fame in 1995.