 Donati started his club career at Atalanta, before moving to Milan in June 2001 along with Cristian Zenoni for 60 billion lire in a cash-plus-player deal.However, due to the competition at the club, Donati was unable to retain a first team place after his first season, spending the 2002–03 season on loan at Parma and then Torino.The 2003–04 season, his third as a Milan player, saw him join Sampdoria on loan, before enjoying a successful spell at Messina for the 2004–05 and 2005–06 seasons.