Monday 1 August 2016 21:08, UK
The world No 1 enhanced his chances of forcing American Walker into a play-off for the title when his second shot on the 18th set up an eagle chance.
But as he walked to the green just a few seconds later, word came through his rival had birdied the 17th to all but ensure he would complete a sensational wire-to-wire victory.
Day's reaction was one of frustration as he threw his club up in the air - but he showed great character when he then sunk his putt to apply more pressure.
It left Walker needing a par five on the last to win, with anything less either forcing extra holes or handing the win to Day.
The 37-year-old held his nerve to get the score he needed, however, and stayed top of the leaderboard by just one stroke ahead.
Click the video above to see how the final stages played out and hear reaction from both players.
