Donskoi started playing junior hockey at the age of five with the Finnish minor team Teräs-Kieko in his hometown of Raahe.

Donskoi shared fourth place in the entire Liiga's points standings with Tappara's Olli Palola.

Kärpät would win the Finnish championship again and Donskoi was awarded the Jari Kurri Trophy for the being the playoff's most valuable player (MVP).

[18] With his NHL rights relinquished by the Panthers, Donskoi was signed to a two-year, entry-level contract with the San Jose Sharks on 20 May 2015.

[19] In his first training camp and preseason with the Sharks, Donskoi impressed and made the club's opening night roster for the 2015–16 season.

As a free agent from the Sharks, Donskoi signed a four-year, $15.6 million contract with the Colorado Avalanche on 1 July 2019.

[24] Showing versatility, Donskoi played primarily alongside Nazem Kadri and Andre Burakovsky, and notched his first career hat-trick in a 9-4 blowout victory over the Nashville Predators on 7 November 2019.

[27] Donskoi recorded a career-high 16 goals and added 17 assists and 33 points in 65 games before the regular season was halted in March due to the COVID-19 pandemic.

In the opening round of the playoffs, Donskoi matched a career high of 3 points in a Game 2 victory over the St. Louis Blues on 19 May 2021.

[30] He collected five points in 10 playoff games, unable to help Colorado advance past the second round for the third consecutive year.

On 21 July 2021, Donskoi's tenure with Colorado was cut short when he was selected from the Avalanche at the 2021 NHL Expansion Draft by the Seattle Kraken.

[31] Donskoi struggled to find his offensive touch in the Kraken's inaugural season in 2021–22, posting only 2 goals and 20 assists for 22 points in 75 games.

[32] After missing the entire season due to the concussion and its aftereffects, Donskoi announced his retirement on 27 August 2023.

Donskoi played in the IIHF World Junior Championship in 2011 and 2012, In the former, he was Finland's third best scorer three goals and six points.

After the 2019 Stanley Cup playoffs, he returned to Finland and paid off the debt of a skating park his childhood friend owned.