The Chinese world number 10 was close to a victory over the Welshman before a late rally saw Day clinch the surprise 10-9 win.
"I don't think the tables were right, I don't think the fans were right. It was all rubbish," said Ding.
"They just kept shouting. People say Chinese fans are no good, but I'm here and what do they do?"
The 25-year-old is one of seven seeds to have been knocked out in the first round of this year's tournament.