The world number 20, who will partner Adam Scott as they attempt to wrest the trophy from the United States, lost his grandmother, an uncle and six cousins.
“I am deeply saddened to confirm that multiple members of my family lost their lives as the victims of Typhoon Haiyan,” Day said in a statement. “My family and I are thankful for all who have reached out with their prayers and concern.
“We feel devastated for all who have been affected by this horrific tragedy.” He added that he would be making no further comment and asked that the family’s privacy be respected.
Day’s mother Dening grew up in the region devastated by Haiyan but migrated to Australia three decades ago, where she raised her son in a small town south of Brisbane.
Day has since risen through the ranks to become one of the world’s top players, winning his first US PGA event at the Byron Nelson Championship in 2010.