There is a difference.
Tough means strong and durable; when saying a tough day - or a 'strong, durable day' - it means the day is not easy to get through, as in it having difficulties and challenges.
Rough means 'having a coarse or uneven surface'; when saying a rough day, it means getting through the day wore you down, hurt you, caused you pain, tired you, ..
It's interesting how these adjectives, which are actually words to describe world objects' physical properties, are being used for abstract things.
A tough day might be one where you had some difficult challenges you needed to overcome.
A rough day on the other hand is a day where things happened to you that wore you down.
The part that confuses most people to think it's almost the same thing, is that one is or can be the consequence of the other.
You could say the tough day has been rough on you - the difficulty of getting through the day has worn you down.
Mind you, I said 'can be' the consequence of the other. There may be no difficult challenges at all during the day, so not a tough day, but some bad news you heard that hurt you emotionally, rough day :)
Anyway, so much for trying to point out the actual difference in meaning here, in daily speech noone will probably ever correct you or misunderstand you if you do use one word instead of the other, that's for certain.. so no worries!
Regards.
Sertan.