The river is named for John Day, a hunter and fur trapper who took part in William Price Hunt's overland expedition for John Jacob Astor in 1811–12. There's a John Day River in eastern Oregon, a John Day Dam, a city John Day, and John Day Fossil Beds National Monument, which were all named after John Day. John Day Point, a cape located at the mouth of the river and protruding into Cathlamet Bay, takes its name from the river, as did a former railway station in the vicinity. Lewis and Clark, who camped near here in 1805, referred to the river as "Kekemarke", their version of a Native American name. Lewis and Clark write about the river in their journals. The river was known as Swan Creek by Charles Wilkes, of the U.S. Exploring Expedition and was documented as such on his illustrated map.