DUBAI, Nov 22, 2012 (AFP) - At the Earth course of Jumeirah Golf Estates, England's Donald shot a bogey-free round of seven-under par 65, while McIlroy could have joined him on the top but had to be satisfied with a par on the par-5 final hole after hitting his tee shot into the water.
That left McIlroy, who has already won the European Tour's Race to Dubai crown by taking an unassailable lead on top of the Money List, at six-under par 66 and tied for second with Spain's Gonzalo Fernandez-Castano and Scotland's Marc Warren.
Meanwhile, world No.4 and No.6, Lee Westwood of England and Louis Oosthuizen of South Africa, were another shot behind and tied fourth at five-under par 67 in a group that also included major champions Padraig Harrington and Martin Kaymer.
World No.7 Justin Rose was in a group of 10 players tied at 11th place at four-under par 68.
Donald, who won last week's Dunlop Phoenix Open on Japan Golf Tour, was delighted to carry on his form from there. After making an eight-footer on the first and a 15-footer on the fourth to save pars, he unleashed seven birdies in a stretch of 10 holes.
"It is a nice start and I felt very comfortable out there. Nice to pick up from where I left off last week in Japan," said Donald.
"You always feel different the week after winning. You just feel like you have that little extra pep in your step and there is a bit more confidence flowing.
"That middle section of the course from about 5 to 14, I really swung my clubs well and made a lot of nice putts."
Donald, who lost his crown of being the No.1 player in the world and on the US PGA and European Tours to McIlroy this year, said it definitely felt different this year without feeling the pressure of trying to win the Race to Dubai, although his goals were the same as last year.
"Definitely, the feeling was a different one today on the first tee. There was a lot at stake for me last year, so obviously, I felt the pressure," said Donald, who had shot successive rounds of 66 over the weekend to finish third here in 2011.
"I think the goal was the same, just to come here and try to win the tournament. This year, it feels like I am just playing for the tournament."
McIlroy, who made the turn at one-under and then made five birdies in the next seven holes, said: "I got off to a little slow start even though I thought I was hitting the ball well enough give myself opportunities for birdies.
"There's a lot of golf left to be played but I am off to a good start and it would be great to emulate what Lee (Westwood) did a few years ago and won both the trophies.
"I really wanted to make a birdie on the last hole and play with Luke in the final group tomorrow. Wasn't able to do that today, but the way I am playing, I feel might have a chance to do that during the weekend."
Meanwhile, the tournament lost its fourth player in Ireland's Shane Lowry, who pulled out in the morning after picking up a virus at the beginning of the week.
The Portugal Masters winner was taken to hospital yesterday and put on drips for some time before being released.
The $8 million tournament is the season-ending championship on the European Tour and only the top-60 players in the Money List qualify for it.
Leading first-round scores in the European Tour's $8million DP World Tour Championship on Thursday at the par-72 Earth Course of Jumeirah Golf Estates:
65 - Luke Donald (ENG)
66 - Rory McIlroy (NIR), Marc Warren (SCO), Gonzalo Fernandez-Castano (ESP)
67 - Fredrik Andersson-Hed (SWE), Padraig Harrington (IRL), Martin Kaymer (GER), Richie Ramsay (SCO), Lee Westwood (ENG), Louis Oosthuizen (RSA)
68 - Scott Jamieson (SCO), Peter Lawrie (IRL), Nicolas Colsaerts (BEL), Henrik Stenson (SWE), Stephen Gallacher (SCO), Thongchai Jaidee (THA), Charl Schwartzel (RSA), Jamie Donaldson (WAL), Thorbjorn Olesen (DEN), Justin Rose (ENG)
69 - Joost Luiten (NED), Simon Dyson (ENG), Rafael Jacquelin (FRA), Anders Hansen (DEN), Marcus Fraser (AUS), Branden Grace (RSA), Peter Hanson (SWE)
70 - Romain Wattel (FRA), Michael Hoey (NIR), Rafael Cabrera-Bello (ESP), Thomas Aiken (RSA), Pablo Larrazabal (ESP), Alexander Noren (SWE)
71 - David Drysdale (SCO), Victor Dubuisson (FRA), Jeev Milkha Singh (IND), George Coetzee (RSA), Chris Wood (ENG), Miguel Angel Jimenez (ESP), Danny Willett (ENG), Paul Lawrie (SCO)