The river was named for John Day, a member of the Pacific Fur Company's overland expedition to the mouth of the Columbia River that left Missouri in 1810. Day struggled through eastern Oregon during the winter of 1811–12. While descending the Columbia River in April 1812, he and Ramsay Crooks were robbed and stripped naked by Native Americans at the mouth of the river that now bears his name, forcing them to hike back to friendly Umatilla Indians under extreme conditions.