In January 2001, he signed with the Anaheim Angels, where he made his major league debut in 2002 at 30 years of age. He was an immediate fan favorite because of his intensity, the goggles that he wears, and his effectiveness as the main setup man to Troy Percival. Donnelly would go on to play an integral part of the Angels' bullpen in their 2002 championship season, serving as the winning pitcher in Game 6 of the World Series. He 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. In 2003, in that same role, Donnelly put up a 1.58 earned run average and became a rare example of a non-closer who was selected as an All-Star. Donnelly went on to be the winning pitcher in that mid-summer classic. He suffered a broken nose during spring training 2004, causing him to miss a large portion of the season. Donnelly remained fairly effective throughout 2004 in a very good bullpen for the American League West Champion Anaheim Angels. In 2005, Donnelly began to see a decline in performance, including a decrease in velocity on his fastball as a set-up man for closerFrancisco Rodríguez after Percival's departure. In June 2005, Donnelly was suspended ten days for having pine tar on his glove., an incident that caused a scrum and accusations that former teammate Jose Guillen tipped manager Frank Robinson The suspension was the culmination of three weeks of extra scrutiny on Donnelly from opposing managers and umpires, including an accusation from then-Chicago White Sox manager Ozzie Guillén accusing Donnelly of touching his mouth too often. He would later advocate for the legalization of pine tars for pitchers. In 2006, Donnelly continued to drop down the depth chart in the bullpen becoming an inconsistent middle reliever.
On December 15, 2006, Donnelly was traded to the Boston Red Sox for Phil Seibel. On July 31, 2007, it was announced that Donnelly would need Tommy John surgery. During his absence, the Red Sox would eventually go on to win the 2007 World Series. Donnelly became a free agent after the 2007 season.
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. Donnelly was brought up to the Indians in August 2008, as a replacement for Tom Mastny.
2009
In February 2009, he was signed by the Texas Rangers. He was released in March 2009. In April 2009, he signed with the Houston Astros. He was released on July 1, 2009. On July 5, 2009, Donnelly signed with the Florida Marlins. He became a free agent after the 2009 season.
Pittsburgh Pirates
On January 16, 2010, Donnelly agreed with the Pittsburgh Pirates on a one-year deal worth $1.5 million. Before he could reach incentives that would have approximately doubled his salary, the Pirates released Donnelly in July 2010 denying that the incentives were the reason for the release. He was the last of the replacement players still in the major leagues, signifying no conciliatory admittance into the MLBPA more than 15 years after His likeness, name, and uniform number were still replaced by fictional players in video games.
Donnelly was named in the December 13, 2007 Mitchell Report regarding the use of performance-enhancing drugs in baseball. According to former clubhouse attendant and admitted steroids distributor Kirk Radomski, Donnelly sought him out in 2004 looking to purchase oxandrolone, an anabolic steroid. Radomski says he made one sale of nandrolone to Donnelly, for which he received $250–$300. 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. Donnelly denied ever buying or using the drug because he was made aware that it was considered a steroid.
