(Sunny returns for a seventh season on FX in September.)
In Horrible Bosses, Day and his best buds (Bateman and Sudeikis) all have insufferable employers who are making absolute hell of the trio's lives.
Day is still pinching himself to confirm his good fortune.
"To go from a basic cable show to a major motion picture?" he says. "Most people would consider that a step up.
"I'm just glad I didn't scare a good cast away."
According to Rob McElhenney, Sunny's creator and star, Day's big break is long overdue.
"The only thing that surprises me is that it's taken so long," McElhenney says. "It was always clear he has a gift very few people have. He's one of the funniest, if not the funniest, people I've ever known."
Working with such a high-powered cast on Bosses took some adjustment.
"The first scene I did with Kevin Spacey, I'm sitting in a car staking out his house and he taps on my window. I roll it down and he starts yelling at me," Day says.
"It was the same way he dressed down his employees in Glengarry Glen Ross. It took a few takes for me to get over the fact that 'Wow, that's Kevin Spacey' and get back in character and shoot the scene."
Among the film's three amigos, Day's work conditions seem the least onerous. He plays Dale, a dental assistant whose boss (Aniston), a red-hot man-eater, spends most of her time trying to seduce him.
Having seen Aniston, his pals can't figure how this constitutes a problem. But Dale is appalled by her advances, primarily because he's engaged.
It's a motivation that Day, 35, finds easy to understand.
"I'm a married man," he says. His spouse is actress Mary Elizabeth Ellis, most recently seen on NBC's Perfect Couples. "I like to think that in that situation, I'd do the right thing. I assume most people would.
"Not everyone. That's where you have so many of our fine politicians shining," he continues. "The rest of us realize what an emotional fiasco it would be to dive into something like that. So I think I would be just as squirmy and nervous as the character."
But wasn't it hard to stay detached when, for instance, she grabbed you from behind and jammed her tongue in your ear?
"Actually, I couldn't help but feel so sorry for Jennifer," he says, laughing. "I found myself wishing I had taken more of a proper bath that day."
For months, the Internet was abuzz with reports that Aniston's scenes were so risque that they had to be edited down for Horrible Bosses to keep even an R rating.
"In terms of the bare-all thing, you see a lot of skin, but I'm not sure if the perverts will get their fill," he says. Then he laughs. "Despite popular belief, I'm not the world's foremost expert on Jennifer Aniston's breasts."
Day's visit to Philadelphia to promote Horrible Bosses actually serves a double purpose.
The next day, he and the cast of Sunny will begin putting the finishing touches on Year 7 by shooting exterior scenes all over town.
"We've got great episodes," he says of the season. "One of my favorite involves a child pageant which Frank [Danny DeVito] has gotten himself involved in. We help him out with it. He thought it was going to be a regular beauty pageant, only to find out there are children involved. It's a debacle, as usual."
Sunny is an endlessly resourceful guide to disgraceful and demeaning behaviors. Are there weeks when Day considers calling his parents to beg them not to watch?
"In order to become an actor, you can't be worrying about Mom and Dad with every role you play," he says. "Otherwise, there would only be Disney movies."
'Horrible Bosses' is his 'Sunny' step up
Opens Friday at area theaters.
Contact staff writer David Hiltbrand at 215-854-4552 or firstname.lastname@example.org. Read his pop-culture blog at www.philly.com/dod.