Day, 26, beat Frenchman Victor Dubuisson with a birdie on the 23rd hole of the final at the Dove Mountain course in Arizona.
The victory earns the Queenslander $US1.53 million ($1.7 million) and shoots him form 11 in the world to number four, now only trailing Tiger Woods, fellow Aussie Adam Scott and Henrik Stenson.
“I think the biggest thing (I was thinking) was, just how much do I want it, how much I want to win?” Day said.
“I kept visualising myself with the trophy last night. I’ve never wanted something so bad in my life.”
Day was becoming known as a nearlyman, having been runner-up three majors – the 2011 Masters, 2011 US Open and 2013 US Open – and it’s a breakthrough not lost on him.
“I am just glad I could finish this off but it was a close one,” Day said.
“The best thing about this event was every day felt like a Sunday (the final round of a tournament) and you got the chance to deal with your nerves.
“I had to dig down deep and keep fighting and I’m thrilled to pull it off.”
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