He also does voice work in animation, most notably as Agent Wendy Pleakley in the Lilo & Stitch franchise, Waffle in Catscratch, and the Almighty Tallest Purple in Invader Zim.

He starred alongside Rodney Dangerfield, Lou Ferrigno and Dom DeLuise as the titular character in the gangster parody film The Godson.

During an interview on WTF with Marc Maron, McDonald discussed his father's severe alcoholism, which inspired the Kids in the Hall sketches "Daddy Drank" and "Girl Drink Drunk."

McDonald, his mother and sister rented an apartment, where they quietly moved their belongings "every night [after his father would] collapse on the stairs."

However, one of his professors, William B. Davis (who later found fame in his portrayal of Cigarette Smoking Man on The X-Files), saw McDonald's potential and encouraged him to pursue improv comedy by giving him the number to The Second City in Toronto.

In the troupe's TV and stage shows, he portrays several popular recurring characters, such as the King of Empty Promises, Sir Simon Milligan, and Jerry Sizzler.