Former world number one Jason Day has set his sights on winning majors after enlisting Tiger Woods' ex-caddie Steve Williams ahead of the U.S. Open.

Day broke through for his maiden major via the 2015 US PGA Championship, however, the Australian has not added to that success as he prepares for Thursday's opening round at Pebble Beach.

The 31-year-old was US PGA runner-up the following year, while he was tied for fifth at the Masters in April.

But with Williams – who won 13 majors caddying for Woods and helped Adam Scott to glory at the 2013 Masters – on the bag, Day is eyeing trophies.

"[I have] underachieved, yeah. Severely underachieved, I think," Day told reporters on Tuesday after confirming Williams' arrival is not a one-off deal. "And granted, I have to work on a few things, mentally and physically, with regards to my golf game.

"But I think I've underachieved up until now. I feel like I've got a game that when it's on, I can win most tournaments. And the big thing for me is to go ahead and believe that and have trust in my abilities that I can do that. And now that I have Steve on the bag, I think hopefully that will flourish and I can make winning more of a habit."

Day – a two-time U.S. Open runner-up in 2011 and 2013 – added: "He told me, 'If you're not working hard enough, I'm gone'."

A 12-time PGA Tour winner, Day continued: "It's nice to have someone with experience, that has unbelievable experience in major championships, and also, on top of it, have the experience of that winning pedigree with regards to the players that he's been with.

"I mean you just have to look at the players that he's with, and it just kind of almost, to a certain degree, puts your mind at ease knowing that he knows what he's doing. He's very old school. If you take a young guy these guys, we work a lot with ups and downs, and he is very much sort of a feel guy.

"So there's a little bit of communication that obviously needs to be done. But he's got an amazing history around a golf course like this. And he's been doing it for a very, very long time. He's very positive. I feel like ever since I put him on the — he started on the bag, I've worked a lot harder. And that's what I want to see."

"To have someone like Steve on the bag is very instrumental in my career with regards to where I want to go and the trajectory I want," Day added. "I also think that there's a lot to learn off a guy that's been out here for a very, very long time, who has caddied for Tiger Woods for 13 years, who caddied for Greg Norman for a lot of years, Raymond Floyd, the list goes on. Adam Scott. These are some tremendous — best players of their generation, of all time.

"I told Steve, 'Look, I want to — my goal is to get back to number one in the world. But I want to do everything I possibly can to get there. If I need to do whatever you need to tell me, I'll do it.' He said that being No. 1, there's a lot of sacrifice that comes along with that. And we both understand what that means."