In 1942, Price Day moved to Florida to join the Fort Lauderdale Times as a city editor. But a year later, he was assigned by the Baltimore Sun to cover the Mediterranean battle areas as a war correspondent. He performed his job from 1942 to 1945 and covered the 8th Air Force, the Anzio beachhead, and Rome's liberation, the breaking of the "Gustav Line" near the Vosges. In 1945, Day was present at the signing of the German Instrument of Surrender.