Caroline O'Day was born in Perry, Houston County, on 22nd June, 1875. After graduating from the Lucy Cobb Institute she studied art in France (Paris) and Germany (Munich).

A member of the Democratic Party, O'Day was commissioner of the New York State board of social welfare (1923-1934). She was elected to Congress in November, 1934, and over the next few years she played a leading role in the campaign to free Tom Mooney and Warren Billings.

Caroline O'Day, who served in Congress until January, 1943, died in Rye, New York, on 4th January, 1943.