2013–present: Saturday Night Live
Day was hired as a writer for Saturday Night Live in 2013 for its 39th season. He was recommended for the job by Nasim Pedrad, who had worked with him before and was a cast member of SNL at the time, appearing in her fifth and final season on the show. On SNL he wrote many sketches featuring cast member & former Wild 'n Out co-star Taran Killam, with whom he wrote the screenplay to Brother Nature (2016).
He was promoted to featured player for season 42 and was promoted to a repertory player in the beginning of season 44. For his audition, he impersonated Donald Trump Jr. and SNL actor Kyle Mooney. His debut appearance was in season 42's first episode, October 1, 2016, hosted by Margot Robbie. Bobby Moynihan, Streeter Seidell, and Day wrote the sketch "Haunted Elevator" for the October 22, 2016 episode of SNL. Starring Tom Hanks as David S. Pumpkins, Day played one of two dancing skeletons in the sketch. The sketch went viral, and he reprised the role for The David S. Pumpkins Halloween Special (2017).
On the April 13, 2024 episode of Saturday Night Live, Day and guest host Ryan Gosling appeared in a sketch as live-action versions of Beavis and Butt-Head. The sketch went viral and received large media coverage and critical acclaim. The pair reprised the roles on the red carpet at the premiere of the movie The Fall Guy, in which Gosling played the starring role.
Celebrity impressions on Saturday Night Live
Recurring characters on Saturday Night Live
Greg Duncan, one half of a couple whose forays into spicing up their sex life leave Greg seriously and comically injured by his shy, yet intimidating wife Shelley Duncan (Leslie Jones)
Mort Fellner, a supercentenarian who reports on the achievements and experiences of fellow supercentenarians; however, each report culminates in revealing that the achievement is due to the subject dying.
Nico Slobkin, one half a shallow couple always on the brink of an argument, who runs a relationship-themed Instagram account with his girlfriend Brie Bacardi (Heidi Gardner).
Matt Schatt, one half of a couple, who is so disproportionately unexceptional compared to his exceptionally attractive partner that others can't help but question how their relationship exists.
Josh, one of the two unintelligent kids (the other being Lonnie, played by Cecily Strong) in the Science Room sketches.