Day appeared for the first time on Jack Benny's radio show on October 8, 1939, taking the place of another famed tenor, Kenny Baker. He remained associated with Benny's radio and television programs until Benny's death in 1974. He was introduced (with actress Verna Felton playing his mother) as a young (nineteen year old), naive boy singer — a character he kept through his whole career. His first song was "Goodnight My Beautiful".
Besides singing, Dennis Day was an excellent mimic. He did many imitations on the Benny program of various noted celebrities of the era, such as Ronald Colman, Jimmy Durante, and James Stewart.
From 1944 through 1946, he served in the US Navy as a Lieutenant. On his return to civilian life, he continued to work with Benny while also starring his own show, A Day in the Life of Dennis Day (1946-1952). Day's having two programs in comparison to Benny's one was the subject of numerous jokes and gags on Benny's show, usually revolving around Day rubbing Benny's, and sometimes other cast members and guest stars' noses in that fact.