He was first elected to West Lothian Council at the 1999 Scottish local elections representing the Linlithgow ward. From 2007–12 the SNP led the administration of West Lothian Council and Day held the portfolio of Development and Transport on the Council Executive, and served on over 40 committees and outside bodies. After the 2012 Scottish local elections, the SNP found themselves in opposition in West Lothian and Day took on the post of spokesperson for Development and Transport and group whip.
Day was selected to contest the Linlithgow and East Falkirk constituency at the 2015 general election, when he defeated the sitting Labour MP, Michael Connarty. He received 32,055 votes and a 52.0% share of the vote. He retained his seat at the 2017 snap election, but with a greatly reduced majority of 2,919 votes.
At the 2019 general election, Day was re-elected again, with an increased majority of 11,266 votes, with Charles Kennedy of the Conservatives finishing in second place.
At the 2024 general election, Day contested the seat of Bathgate and Linlithgow. He was defeated by Kirsteen Sullivan of Scottish Labour, losing by a majority of 8,323, and finished in second place.
