In 1835, Day, whilst continuing his career as a jockey, took up training at Danebury, a few miles from
Stockbridge. His first major patron was the wealthy and powerful
Lord George Bentinck who invested heavily in the Danebury yard, enabling Day to build one of the largest and best-equipped training establishments in the country. For Bentinck, Day trained and rode the classic winners
Chapeau d'Espagne (1000 Guineas, 1837) and
Grey Momus (2000 Guineas, 1838). In 1840 Day sent out Bentinck's outstanding filly
Crucifix to win the 2000 Guineas, 1000 Guineas and Oaks, riding her in the first two races. In 1841 Day and Bentinck split acrimoniously, and became bitter rivals until Lord George gave up racing five years later. During this time, Day had further success, training horses for, among others,
Lord Palmerston, as well as winning the 2000 Guineas in 1844 with his own horse, The Ugly Buck. In 1847 Day left Danebury to become the private trainer to
Henry Padwick at Michel Grove near
Findon in
West Sussex. For Padwick, Day trained
Virago, whom he considered the best horse he ever handled. Day deliberately prevented the filly from showing her true form in order to secure a light weight in handicap races, and then landed a huge betting coup when the filly captured the
Great Metropolitan Handicap and the
City and Suburban Handicap on the same day at Epsom in 1854. The relationship with Padwick ended in the following year when the owner was unhappy with the preparation given to his colt St Hubert, the beaten favourite for the 2000 Guineas. The winner of the race was trained by
Day's son and Padwick suspected collusion between the family members. Day retired from training after the breakdown of his relationship with Padwick and died five years later, on 21 March 1860. ==Family and legacy==