Day reached the final of the 2008 Grand Prix where he lost to John Higgins, defeating Ricky Walden, Mark Selby, Jamie Cope and Ali Carter. The year ended on a disappointing note when he lost in the first round at the UK Championship to Matthew Stevens. He again reached the World Championship quarter-finals in 2009, before losing 11–13 to Mark Allen. However, he continued to move up the rankings, climbing 2 places to number 6, the highest ranked player not to have won a ranking event.