The 24-year-old, from Huddersfield, came up through the junior ranks in Sheffield and has served as the Steelers’ back-up goalie for the past four seasons.
But new head coach Aaron Fox will be looking for a new No 2 goaltender as Day looks to earn himself a starting role elsewhere.
It’s expected that Day will head to one of the 10 clubs in the newly-formed National League, which will house three Yorkshire teams in Sheffield Steeldogs, Hull Pirates and a team based at the new rink in Leeds.
He spent part of last season on a two-way deal with Hull under former Steelers forward Jason Hewitt, who as player-coach led the East Yorkshire club to a treble-winning campaign in 2018-19.
“I’ve had the best time and the best hockey education possible,” said Day. “But the time has come to obtain a starting position with a new side. I want to be a starting goalie for the Steelers one day and to do that I need to go away and play games and progress that way.
“I’m sad to be leaving but, if I want to progress, then I know this is the right thing to do.”
Steelers’ captain Jonathan Phillips, currently away on international dutuy with Great Britain at the World Championships in Slovakia, said Day – who registered a 90.64 save percentage and a goals against average of just 2.68 in 31 games for the South Yorkshire club – would be sorely missed.
“I admire his decision though to move away to further his career,” said Phillips. “I did that a long time ago and I never looked back. Everyone inside and outside of the dressing room wishes Brad the very best.”