In June 2011, Day participated at Congressional for the 2011 U.S. Open, his maiden appearance in a U.S. Open. Following his successful run at the Masters, Day achieved consecutive second-place finishes in the majors, this time finishing alone in second, some eight strokes behind runaway leader Rory McIlroy. He shot the equal lowest round of the week on Saturday, a 65, to jump up the leaderboard into a tie for third after round three. On Sunday, although he did not challenge for the lead, he was the best of the rest of the field as the Open was dominated by wire-to-wire winner McIlroy.