UPDATE: Former Rockhampton junior Jason Day has cried tears of joy as his son ran across the green to embrace him after winning the US PGA - his first major.
Day made history to finish on -20, three ahead of Jordan Spieth on -17.
"I could tell that (Spieth) was the favourite, which makes this all the more special,'' the Queenslander said.
"To be able to play the way I did and finish the way I did was just amazing."
Spieth showed incredible sportsmanship in those finals holes, even giving Day a thumbs up after his impressive putt on the 17th.
"There wasn't a whole lot I could've done today…Jason just put on a clinic,'' he said of the former Rocky junior.
Day explained his incredible emotion.
"I didn't expect I was going to cry.
"A lot of emotion has come out because I've been so close so many times."
"Together with all Australian golfers, I congratulate Jason on his first Major title," said Brian Thorburn, CEO of the PGA of Australia.
It was an emotional victory for Day and a title that has been a long time in the making for the 27-year-old who has been a consistent performer in all Majors this year.
"It's been a long journey, I didn't expect to grow up and be on the PGA TOUR, and be all emotional here but it's an amazing feeling," said Day.
"All the work that I have put into my game, since I was a 12 year old kid, to be able to step in front of a crowd like this and win the PGA Championship is pretty special."
Day has overcome injury and illness in his quest for his first Major, suffering thumb and back problems and more recently vertigo at the US Open.
"I didn't expect that I was going to cry, a lot of emotion has come out just because I have been so close so many times in Major Championships and just fallen short," added Day who prior to his win had recorded nine top-10 finishes in the Majors.
"Just to be able to play the way I did and finish the way I did was just amazing."
Day becomes the fifth Australian to win the PGA Championship behind Steve Elkington (1995), Wayne Grady (1990), David Graham (1979) and Jim Ferrier (1947).
UPDATE 9.05AM: EVEN Tiger Woods is confident Jason Day has the US PGA in the bag.
The golfing legend has congratulated Day on Twitter.
UPDATE 9AM: Slow and steady wins the race is certainly the approach Jason Day is taking on the final hole.
Day takes his time on his final tee and it pays off with his shot going further than Jordan Spieth.
UPDATE 8.50AM: Jason Day's shot lands right in the middle of the green on the second last hole of the day.
Day putts first and positions it within easy par distance.
Jordan Spieth falters and leaves it short but Day nails it.
Day maintains his lead of three heading into the final hole.
UPDATE 8.45AM: Jason Day puts away his 7th birdie and Jordan Spieth follows with his own.
With two holes left to play, Day holds his lead of three.
UPDATE 8.30AM: Rockhampton's Jason Day is up by three with three holes left to play in the final round of the US PGA.
Jordan Spieth holds his second place position.
UPDATE 8.20AM: Day has become the first player to reach 20-under in a major in history.
The Rockhampton local is up by four with four holes left to play.
UPDATE 8AM: Day leads by two in the final round of the US PGA.
US local hope Jordan Spieth has moved into second place.
BREAKING: ROCKHAMPTON man Jason Day is leading the final round of the US PGA.
Day leads by four heading into the final nine holes of the competition but has strong competition in the UK's Justin Rose in second and Jordan Spieth from the US in third.
More updates to come.
Day ready for anything to be thrown at him
EARLIER: US PGA Championship leader and Queenslander Jason Day believes he's ready for anything that may get thrown at him on the final day of the Whistling Straits tournament.
This is the same man that battled through extreme vertigo at the US Open in June, collapsing on the course it was so bad at one stage.
Now he's just one good round away from golfing immortality - his first major title.
But he faces a stiff challenge from the two-time major champion and American wonder kid, Jordan Spieth.
Day is -15 and Spieth -13.
The Beaudesert product offered confident and upbeat answers to everything the hungry press pack threw at him after shooting a marvellous 66 today, Spieth shooting the lights out with a seven-under 65.
Spieth emerged victorious at the US Open after Day succumbed to vertigo on the final afternoon.
But it was that experience that has the Australian mentally prepared for anything as he goes about trying to win his first major.
"I wasn't out there dying, but I felt pretty awful. I was playing dizzy," Day recalled of his experience at Chambers Bay.
"And with a stationary ball, it's very hard to see the ball when you're dizzy.
"But to be able to get through that week ... and do what I did at the Canadian Open, winning that with three birdies on the final three holes ... it gave me a lot of confidence."
Day certainly wasn't seeing double with his putter in hand this morning.
His short game was fantastic, particularly over the back nine, putting calmly for birdies at the 10th, 13th, 14th and 17th, letting out some emotion on the 17th after double bogeying the 15th, and settling for par on the 16th.
He eagled the 11th, and used up just 24 putts for the round.
"I hit a lot of great drives out there and I'm very pleased with how I'm putting - every time I get on the green I get excited," Day said.
"One more day left - I've got to keep grinding."
The 27-year-old can't wait to face Spieth in the battle for the Wanamaker Trophy tomorrow morning - the two will tee off together as the final pair at 4.45am.