Former Orioles reliever and fellow submarine pitcher Todd Frohwirth worked with O'Day during spring training in 2014 to improve his change-up. O'Day had a career year in 2014, as he pitched 68 innings in 68 games and collected a 5–2 record with four saves. He posted a 1.70 ERA along with a 0.89 WHIP. He also struck out 73 batters and held opponents to a career-best .174 batting average. He set career-bests in innings pitched, saves, ERA, WHIP, strikeouts, and opponent batting average. Despite his most successful season, O'Day struggled greatly in the postseason, as he posted an 0–2 record and a 13.50 ERA in four games. Particularly in the 2014 American League Championship Series, O'Day went 0–2 in three games and posted a 16.20 ERA.