Williams caddied for Tiger Woods in 13 of the American's 15 major victories.
Day's decision to hire Williams raised the question of whether other top players might follow suit, perhaps trying to lure someone such as Jim 'Bones' Mackay, who worked for Phil Mickelson for 25 years.
McIlroy has been using his lifelong friend Harry Diamond for nearly two years now, with the Northern Irishman saying that he no longer needed an old hand on the bag.
"Maybe back in the day when I wasn't as experienced, but I’ve been on tour for 12 years," McIlroy said in a recent interview with Reuters.
"Caddies don't hit the shots. I want someone out there I'm comfortable with first and foremost that's the big thing for me and that’s why I have Harry on the bag."
EXTRA ASSET
Diamond is expected to work for McIlroy at next week's Scottish Open and the following week's British Open at Royal Portrush, where McIlroy shattered the course record with an 11-under-par 61 in the 2005 North of Ireland Amateur Championship.
McIlroy, 30, has not tasted victory in one of golf's four biggest championships since 2014.
His previous caddie J.P. Fitzgerald was on the bag at all four of McIlroy's major victories between 2011-14.
But McIlroy, speaking in his role as ambassador for GOLFPASS, an NBC subscription website which will have live streaming video of every shot by the player at the Scottish Open, said Diamond brought an extra asset to the job.
"Having someone by your side that actually knows the game and knows how to play the game, and can sort of see different shots, and have a feeling of what way a ball's going to come out of a certain lie in the rough, all of that stuff (is an asset)," he said of Diamond, who was a top-level amateur player.
"Harry’s my best friend. We were best man at both of our weddings. I'm comfortable out there with him and feel like he does a better job.
"I don't envision a day where I go to a superstar caddie, or a well-known caddie. I just don’t think it's in my approach."
(Reporting by Andrew Both in Cary, North Carolina; Editing by Ken Ferris)
