The Australian world number three, who had been left needing to conjure a miracle after an opening 79, could only manage a three-over-par 75, leaving him 10 over for the tournament and well outside the projected cutline.
Day, who on Thursday had suffered the indignity of carding two triple-bogeys in a single round for the first time in his career, once again ran into trouble at the demanding Erin Hills course.
Four birdies were offset by five bogeys and a double bogey.
"I was in the hay too much over the last couple of days," Day said.
"It's been the best preparation going into a major, I felt like, in my career, which is playing in majors and knowing what I needed to do to prep for a tournament such as this," Day said. "It's pretty frustrating."
The 2015 PGA Championship winner added that the fairways at the par-72 layout, among the widest ever at a major, had worked against him.
"The biggest thing about this course is that the fairways are massive," Day said.
"But when you're visually looking down the fairway, I think when you're trying to aim at a target usually at a normal golf course, with normal width fairways, there's some pressure into hitting the fairway, because it is a lot narrower than we have out here.
"And I think with everything so large, your target is larger and your misses get even more extreme.
"Being out of position off the tee does not help. The execution was not there."
The only positive from a disappointing week had been the exercise, Day added.
"I enjoyed the walk. The walk was great," he laughed.
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