Jason Day is heading towards a drought-breaking major championship win as he holds a four-shot lead with four holes to play at the US PGA Championship at Whistling Straits.

World No.5 Day is five under on his final round through 14 holes to be at 20-under par for the tournament, four clear of world No.2 Jordan Spieth (14 holes) and South African Branden Grace (14 holes).

No player has ever bested 19 under in a major championship.

Day has finished inside the top 10 nine times in previous majors without closing the deal but has never had a better opportunity.

He 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, the last from a massive 50-feet.

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.

But a birdie on the 11th kept his cushion.

If he can break his drought he will be the fifth Australian to win the PGA Championship, joining Jim Ferrier, David Graham, Wayne Grady and Steve Elkington.

Australian last won a major through Adam Scott at the 2013 Masters.

Matt Jones is three over through 14 holes on his round to drop to seven under and out of the running.

Cameron Smith shot a one-under-71 to finish at five under for the week.

AAP be/mg