In early 1934, Day's wife of eleven years gave birth to a baby boy, but Day was despondent at the loss of his pitching arm. Day reportedly turned to alcohol and in March 1934, traveled to Kansas City, "seeking treatment for lapses of memory." On March 21, while staying in the apartment of former teammate Max Thomas, Day slit his throat with a hunting knife. Thomas tried to stop Day but was pushed aside. His funeral in Pea Ridge was attended by more than 500 people.