ABU DHABI, Jan 20, 2013 (AFP) - The 37-year-old Welshman poked his nose in front going into the back nine and he held firm, going up against the hotly-favoured world No.5 to record just the second win of his professional career.
He came in with a final round of 68 for a 14-under total of 274.
Rose and Thorbjorn Olesen of Denmark were joint second on 13 under after rounds of 71 and 69 respectively with Ricardo Santos of Portugal fourth a further two strokes back after a 68.
The victory was Donaldson's second after he won the Irish Open last year in what was his 255th European Tour event. His second took just 13 more tournaments.
It also means he will break into the world top 30 for the first time ahead of his Masters debut in April.
"It was an awesome field - one of the best fields I've ever played in. At the start of the week I played the Pro-Am and thought this golf course is just too difficult," said Donaldson, who was told by one doctor several years ago to give up golf due to chronic back pain.
"I said to the guys in the Pro-Am if I could somehow get a top-10 out of this week, it would be a miracle. And to win it, it's hilarious!
"It was a tough field and a brutal golf course."
Rose started the day two strokes clear of the field, but quickly came under pressure with Olesen the first to show, drawing level with the 32-year-old Englishman at the fifth as he birdied and Rose had a bogey.
But the fast-rising Dane came to grief at the next, a drive into deep rough, resulting in a wild second into a bush, a penalty drop and a double bogey six. He was unable to get his nose back in front again after that.
Veteran Englishman David Howell, a former world top tenner fallen on hard times due to a combination of back problems and loss of form, then edged ahead with a scintillating front nine of 32.
But his challenge collapsed in tragic fashion at the 13th where he somehow contrived to four-putt from five feet to plummet down the leaderboard.
That left Rose and Donaldson out in front, two strokes clear of the field.
Donaldson then eased ahead by sinking 12-foot birdie putts at the 14th and 15th with Rose cutting the gap to one stroke with a birdie of his own at the 14th.
Two holes later though the Ryder Cup star's second to the par-four 16th went way right and was lucky not to end up in the water. But he was unable to get down in two from there and Donaldson had a two-stroke cushion.
The Welshman opened the door slightly by missing a five-footer for par at the last, but neither Rose nor Olesen were able to grab the birdie they needed to force a play off.
For Rose, the runners-up finish will feel like a lost opportunity in a tournament that saw the world's top two golfers - Rory McIlroy and Tiger Woods - fail to make the cut.
"Obviously I ran with the lead the whole way and it would have been lovely to finish it off wire-to-wire.
"It's hard to close out tournaments. You just can't sit still and expect it to happen.
"Three seconds now in the United Arab Emirates but keep chipping away at it."
Olesen has again underlined the potential he has shown to become one of Europe's top players in the next few years.
Leading final scores in the Abu Dhabi HSBC Golf Championship on Sunday: (par: 72)
274 - Jamie Donaldson (WAL) 67-70-69-68
275 - Justin Rose (ENG) 67-69-68-71, Thorbjorn Olesen (DEN) 68-69-69-69
277 - Ricardo Santos (POR) 71-72-66-68
278 - Branden Grace (RSA) 71-69-73-65
279 - David Howell (ENG) 69-71-68-71, Martin Kaymer (GER) 71-69-70-69, Joost Luiten (NED) 70-69-73-67
280 - Peter Hanson (SWE) 73-72-66-69, Jorge Campillo (ESP) 74-68-69-69, Jbe Kruger (RSA) 72-69-69-70, Anders Hansen (DEN) 71-71-69-69, Gonzalo Fernandez-Castano (ESP) 70-67-71-72, George Coetzee (RSA) 69-71-71-69, Jason Dufner (USA) 71-69,72-68, Thongchai Jaidee (THA) 70-71-66-73
281 - Michael Campbell (NZL) 69-71-69-72, S.S.P. Chowrasia (IND) 73-73-65-70, Craig Lee (SCO) 72-70-72-67, Andre Dodt (AUS) 74-70-65-72
282 - Bernd Wiesberger (AUT) 74-71-66-71, Marcus Fraser (AUS) 75-71-67-69