[2] Following law school, Day joined Sidley, Austin, Burgess and Harper in Chicago, where he became a close friend of Adlai Stevenson.

There, he was responsible for reducing the postal deficit, introducing ZIP codes, and improving service and employee morale; towards the latter he signed its first labor contract,[3] with the National Rural Letter Carriers' Association.

Immediately after leaving the federal government, Day returned to private law practice and joined the firm of Sidley Austin Burgess and Smith.

[3] Day's departure resulted from a perceived slight by his partners following the merger of Sidley with the Chicago law firm Liebman, Williams, Bennett, Baird and Minow.

[citation needed] Day sued his former partners in a case that went to the United States Court of Appeals for the District of Columbia Circuit.