The actress took home the coveted Golden Globe for her incredible performance.
The actress received the award for Best Actress in a Motion Picture - Drama during the bi-coastal telecast hosted by Tina Fey from the The Rainbow Room in New York City and Amy Poehler from The Beverly Hilton Hotel in Beverly Hills, California, on Sunday.
The actress, who starred as the titular character in The United States vs. Billie Holiday, was brought to tears as she thanked God and everyone on her team that helped her get to where she is at.
"I'm in the presence of giants with Viola Davis, Frances McDormand, Vanessa Kirby and Carey Mulligan, you inspire me so much," she said. "And to the amazing transformative, dynamic, Billie Holiday, who just transformed me with this role, and with her presence and her spirit."
Day was up against Viola Davis (Ma Rainey's Black Bottom), Vanessa Kirby (Pieces of a Woman), Frances McDormand (Nomadland) and Carey Mulligan (Promising Young Woman).
This film marked the first lead onscreen role for the 36-year-old performer, who opened up to ET about the dramatic transformation she went through to embody the 1940s icon.
Day worked on her vocals to match Holiday’s distinct voice and singing style. She also lost 39 pounds to match the singer’s physique. She revealed she worked with trainers and had a food delivery service to help her during the transition. But she also admitted that her methods of getting to her desired weight and size wasn’t always ideal.
“To be honest with myself, it is not great to say, I did starve myself a lot when I was on set,” Day said, adding that by doing so, it made her skin sag and helped physically slow her down to Holiday’s persona. “I am fast and Billie is like molasses. So cigarettes slowed me down, alcohol slowed me down, starvation slowed me down, not sleeping slowed me down and I needed it.”
She added, “I had to feel her in my body.”