[3] In March 1995, Donnelly signed with the Cincinnati Reds and participated in Spring Training as a replacement player during the 1994 Major League Baseball strike.

He spent the 2001 season with the Double-A Arkansas Travelers and Triple-A Salt Lake Stingers, where he posted a 9–2 record, 13 saves and a 2.43 earned run average (ERA) in 56 relief appearances.

[7] After mostly subpar performances in the majors at that point, Donnelly cemented his role in the Angels' bullpen with an exceptional July in which he did not allow a single run, lowering his ERA from 6.14 to 2.33.

[2] Donnelly was an immediate fan favorite because of his intensity, the goggles that he wore, and his effectiveness as the main setup man to Troy Percival.

After struggling in the ALDS and ALCS, Donnelly excelled in the World Series against the San Francisco Giants, allowing zero runs in five appearances (7+2⁄3 innings, four walks, six strikeouts).

[10] In the decisive Game 7, Donnelly tossed two scoreless innings while striking out two batters, helping the Angels to their first World Series title.

[11] Donnelly was the third replacement player to win the World Series, behind both Shane Spencer of the 1998, 1999 and 2000 New York Yankees and Damian Miller of the 2001 Arizona Diamondbacks.

His name does not appear on any official commemorative merchandise from the Angels 2002 World Series win, due to him being barred from the MLBPA.

[12] Donnelly suffered a broken nose while shagging fly balls during spring training in 2004, causing him to undergo three surgeries and to miss the first two months of the season.

[2] In 2005, Donnelly began to see a decline in performance, including a decrease in velocity on his fastball as a setup man for closer Francisco Rodríguez after Percival's departure.

In June 2005, Donnelly was suspended ten days for having pine tar on his glove,[15] an incident that caused a scrum and accusations that former teammate Jose Guillen tipped manager Frank Robinson.

On February 6, 2008, the Cleveland Indians signed Donnelly to a minor league contract with an invitation to spring training.

The Indians hoped Donnelly would provide bullpen help at the end of the season when he recovered from Tommy John surgery.

[2] On July 5, Donnelly signed a major league contract with the Florida Marlins, and was immediately added to their bullpen.

[30] In a statement in response to the report, Donnelly admitted contacting Radomski in 2004 regarding oxandrolone, hoping it would help him recover from injuries faster.