But it could have been different if Wrexham had made more of their early chances as they put Posh under pressure.
Jeff Whitley made a good opening with a shot that fell for Drewe Broughton only eight yards out, but the striker hit his shot against the legs of keeper Joe Lewis.
Peterborough were in trouble again from a Silvio Spann corner as the defence scrambled clear.
Aaron McLean missed an early opening for Peterborough as Carl Tremarco blocked his close-range shot on the line.
Wrexham came under pressure from this point on and had a narrow escape when Gavin Ward missed a cross and the defence scrambled it away.
In a rare breakaway, Chris Llewellyn raced up the right flank and made another opening for Broughton, who took his eye off the ball and failed to make contact from 15 yards.
As Peterborough turned the screw, Ward saved from McLean and Craig Mackail-Smith, before Dean Keates and George Boyd shot wide.
Tremarco should have done better when he found himself in the clear from a Spann corner straight after half-time and produced only a weak shot.
The Peterborough keeper had to be quicker diving to his right to hold a downward header from Steve Evans from another Spann corner and Evans hooked wide from another opening.
Day put Posh ahead with a deflected free kick given for handball by Llewellyn two yards outside the penalty area.
Then when another free-kick was given from similar range, there appeared to be an argument among the Peterborough players before the defender stepped up to take it and produced a superb result as the ball dipped over the line and completely beat Ward for a decisive second.