Jason Day is nine holes away from his major championship dream as he takes a three-shot lead into the final round back nine of the US PGA Championship at Whistling Straits.

Day was three under par on his opening nine holes on Sunday to move to 18 under for the tournament, three ahead of Englishman Justin Rose and four clear of South African Branden Grace and world No.2 Jordan Spieth.

Day birdied the second hole with a lovely up and down from a bunker and then started a huge push towards becoming the first Australian to win the PGA Championship since 1995 with three birdies in a row on five, six and seven.

But just as he looked a winner a loose drive on the eighth ended in a bogey and a chunked approach into nine was lucky not to bring another.

Day has nine top 10s in majors without closing the deal but is on his way to being the fifth Australian to win the PGA Championship.

Matt Jones is two over through 11 holes to drop to eight under and out of the running.