The 30-year-old was -1 under par heading into the second hole but after the warning proceeded to bogey four of the last seven holes to finish the day at +3 over par.
And Jordan Spieth, with a chance to complete the career Grand Slam this week following a scintillating Open Championship win last month, managed to grind out a 1-over 72 thanks to birdies on two of his final three holes.
Starting from the 10th, Spieth made the turn in level par after a birdie-bogey opening nine, but he stumbled badly on the back, bogeying the first, fifth and sixth holes to find himself three over.
"Definitely could have shot a little bit better but it's one under. I feel like that explosive power is coming back, which gives me confidence", Day said.
"It annoys and motivates me at the same time, because I know how good I can be, because I have gotten to number one in the world", Day said.
When I had the chances that I had and I just couldn't get the ball to go in on the greens, that is when I get the most frustrated I can get out there.
"But I think through the latter part of a year ago, I got a little bit burnt out".
"I've had a couple of top 10s in majors and I feel like I've learned a lot over the years".
Daly left Quail Hollow without speaking to reporters but did tell his fiancee that he wanted to "get out of here", using a profanity to express his frustration with the course.
"You just never know what's around the corner".
"He was laughing and joking when I was up there, kept telling me, "You got a good break".
"It was very hard for me to be on the golf course and even think about actually playing", Day said.
"I was exhausted at the end of it and I didn't have enough time to reflect on what I accomplished, but also to relax and try and replace all the energy that expelled".