"Bad Day" was first released to three French radio stations—RTL, NRJ, and Europe 2—in early 2005. On February 8, Barnes & Noble released it on an exclusive extended play (EP), which also contained "Free Loop", "Lie to Me", and "Song 6". In the United States it was digitally released on February 22, 2005.
The song "Bad Day" made its debut on French radio stations RTL, NRJ, and Europe 2 in early 2005. Later, Barnes & Noble released an exclusive EP version featuring "Free Loop", "Lie to Me", and "Song 6". In the US, it was digitally released on February 22, 2005.