Day was born in Melbourne, Victoria. When he was 11 years old, he went to live in the United States with his father, a newspaper correspondent, where he became interested in acting. On his return to Australia, he attended University High School in Parkville, Melbourne and joined St Martins Youth Arts Centre in South Yarra.
Day was spotted by an agent at the age of 14 and was soon cast in his first role in the ABC children’s television series c/o The Bartons. At 17, he left his home in Carlton and relocated to Sydney for the role in the television series A Country Practice that was to be his big break. He has since established a reputation as one of Australia’s leading film, television and theatre actors, appearing in numerous Australian television series and telemovies including Rake, Tangle, Hell Has Harbour Views, My Brother Jack and Paper Giants: The Birth of Cleo. Feature credits include Touch, My Year Without Sex, Love and Other Catastrophes, Muriel’s Wedding, Woody Allen’s Scoop, and Kiss or Kill, for which he received nominations for a Film Critic Circle Award and an AFI Award for Best Actor. His international television credits include Shackleton with Kenneth Branagh, The Hound of the Baskervilles, The Commander, Spooks, Hotel Babylon, Secret Diary of a Call Girl and Bruce Beresford’s And Starring Pancho Villa as Himself. Short films as writer/director include Beat (2011 St Kilda Film Festival) My Everything (2003 Toronto Short Film Festival) and Wish (Turner Classic Shorts 2008 Winner – Special Mention, London Film Festival, Encounters Short Film Festival, Foyle Film Festival, Edinburgh International Film Festival, Stockholm Film Festival).