Peter said that he had seen a movie the previous day / the day before.

Peter said, "I saw a movie yesterday."

In reported speech, should I use 'the day before' or 'the previous day' to replace 'yesterday'?

Peter said that he had seen a movie the previous day / the day before.

Thanks.

I would use "Peter said [that] he had seen a movie the previous day" but there is nothing wrong with "the day before".