Day was born in Blackheath, London, and rose to fame as a stand-up comic, winning the Time Out new act of the year in 1991 with his music hall character Tommy Cockles.
In 2006, he collaborated with Ambient house band The Transit Kings on their song "The Last Lighthouse Keeper" which appears on their debut album Living in a Giant Candle Winking at God.
In 2008, Day embarked on his first solo UK stand-up tour, titled 'What a Fool Believes', which saw him play 36 dates during the period 30 October – 15 December, including Dundee, Edinburgh and Glasgow.
Day appeared in an online-only version of The Fast Show sponsored by Lager brand Fosters on 10 November 2011 along with original cast save for Mark Williams.
[7] From 2014 to 2017, he co-wrote and starred in the spoof-documentary series Brian Pern, a BBC Four comedy which parodied the life and career of former Genesis singer Peter Gabriel.