"There are a lot of holes that set up pretty good for me here and it is always windy so growing up in Warrnambool in the wind holds me in pretty good stead here," said Leishman.
"I enjoy shaping shots against and with the wind so it is about judgment and feel.
"You have to feel shots rather than just trust yardages and the guy who can do it the best usually wins. The wet weather will change things a little bit but I'm still confident of a good week."
The 31-year-old has just the one PGA tour win to his name, from 2012, and feels it is time he now takes his game to another level.
While he has three top-10s in his last three World Golf Championship events and was fifth in the British Open last year, he hasn't had a regular tour event top-10 since June.
"I definitely feel these events are where I need to step up," Leishman said.
"Getting into contention is hard anywhere but I need a real sniff again ... just for myself and to prove I can win and to have the feeling of holding another trophy," he said.
In his four attempts at the event, Day, now world No8, has a victory and two further top-10s, with his worst result a tie for 27th two years ago.
The Queenslander enters the week with something to prove after crashing out of the Players Championship in his last start with a second-round 81.
There is a distinct Australian flavour at the event, with 10 other Australians in the field.
Steven Bowditch, Matt Jones, Geoff Ogilvy, John Senden, Rod Pampling, Cameron Smith, Aaron Baddeley, Robert Allenby, Cameron Percy and Greg Chalmers are all lining up.
Leishman wasn't the only Australian to lock up a place for the US Open at Chambers Bay on June 18-21. Marcus Fraser got through the European qualifying site and Kurt Barnes did the same in Japan.
They join Day, Adam Scott, Ogilvy and Senden as already exempt while numerous others will take a shot at one of 10 USA qualifying sites on June 8.
- AAP
