Day married Ellie Harvey (of Lucas, Ohio), in 2009. The couple live in Westerville, Ohio. The couple have three children: Dash, born in 2012, Lucy, born in 2015, and Arrow, born in 2018. On 17 December 2015, while watching a Cleveland Cavaliers game against Oklahoma City Thunder at the Quicken Loans Arena in Cleveland, Ellie sustained injuries after Cavaliers player LeBron James collided with her while attempting to retrieve a loose ball. She exited the arena in a stretcher with her head immobilized and was admitted to a nearby hospital.