Fans flocked anticipating Day getting his hands on the Stonehaven Cup for the first time in just his fourth appearance, when he took a one-shot lead into Sunday's windy final round at The Australian in Sydney.

But his closing two-over-par 73 was the equal-worst score among the top 18 finishers as he ended in fifth spot, three shots adrift of surprise winner 22-year-old Cameron Davis, who was nine shots better for the round.

Day's biggest stumble came after he drove into a bunker on the par-4 9th hole, when his 7-iron second shot clipped the lip and ricocheted into the lake left of the fairway. He then pitched poorly, which appeared to lead to a tense discussion between Day and his ‘new’ caddie, Luke Reardon. The resulting double bogey six all but ended Day’s run at the title.

The shot that ended Jason Day's Open campaign. PHOTO: Brett Hemmings/Getty Images

"It was tough (conditions), yes, but there were plenty of scores in the 60s," Day said.

"I just didn't play my best and, obviously, it's not great to shoot two-over par on the final round when you've got the lead.

"I played three terrific rounds actually and I just didn't put it together on Sunday."

Day, who has not won since the Players Championship in May 2016, saw it as symptomatic of his 2017 golf year.

Many golfers would be happy with Day's year – five top 10s on the US tour and about $US3 million in prize money banked and he qualified for the 30-man season-ending Tour Championship.

But it pales in comparison to the previous two years which returned a total of eight wins, including a major, about $17.4 million earned on-course and the No.1 ranking he held for 51 weeks.

Having turned 30 this month, the Queenslander said earlier this week he was determined to fight back from his World No.12 ranking and wanted to dominate the top spot for years.

But right now he just wants to take a break.

"I am looking forward to getting some time off and trying to decompress a little bit and not even think about golf," Day said.

RIGHT: Jason Day contemplates the one that got away. PHOTO: Brett Hemmings/Getty Images

"This whole year I've been kind of stressing about how I can get better and better and better.

"Unfortunately when you worry about playing good, sometimes you can actually worry about it too much and, force of habit a little bit, actually not end up playing good at all.

"So, I've just got to relax a little bit and try and take some time off and get into next year and see how it goes."

– Neil Harvey, Australian Associated Press.

* Additional reporting, Brendan James