The Collaborative International Dictionary of English v.0.48:

Dayfly \Day"fly`\ (d[=a]"fl[imac]`), n. (Zool.)
   A neuropterous insect of the genus Ephemera and related
   genera, of many species, and inhabiting fresh water in the
   larval state; the ephemeral fly; -- so called because it
   commonly lives but one day in the winged or adult state. See
   Ephemeral fly, under Ephemeral.
   [1913 Webster]

WordNet (r) 3.0 (2006):

dayfly
    n 1: slender insect with delicate membranous wings having an
         aquatic larval stage and terrestrial adult stage usually
         lasting less than two days [syn: mayfly, dayfly,
         shadfly]