SHANGHAI, Oct 25, 2012 (AFP) - The Welshman shot a course-record 10-under-par 62 to lead the BMW Masters by four shots after the first round.
Donaldson won his first tour title at the Irish Open at Royal Portrush earlier this season after 10 years and 255 tournaments of trying.
He would be wise not to look over his shoulder when he tees off in the final group on Friday.
If he does he will see a world-class chasing pack headed by Ryder Cup stars Peter Hanson and Francesco Molinari at six-under bearing down on him.
More ominously, US PGA champion McIlroy, who won on this course last year when the tournament was an invitational event, lurks just one shot further back after a birdie on 18 gave the Northern Irishman a 67.
Ryder Cup captain Jose Maria Olazabal, pleased to get his clubs back in his hands after guiding his team to an emotional victory at Medinah less than four weeks ago, also shot a sublime bogey-free 67 to be five off the lead.
And McIlroy said it was good to see his skipper's name alongside his.
"Yeah, Ollie's name on the board there was nice to see," said McIlroy. "A few weeks ago 12 individuals came together as part of the team and now we're back playing and trying to beat one another."
McIlroy said the benign, windless conditions made good scoring possible, but was still mightily impressed by Donaldson's round.
"Jamie has shot 10-under, which is phenomenal scoring, and I was just happy to stay somewhere within touching distance."
He did that with "my best two shots of the day", a driver in the 18th followed by a nine-iron from 144 yards to within four feet for a birdie three.
"It was definitely a nice way to finish and puts me in a good position," said McIlroy.
Far from out of the picture, with 54 holes still to play on the long and demanding Jack Nicklaus-designed 7,607-yard course, are world number five Justin Rose (four-under), number three Luke Donald and number four Lee Westwood (both on two-under).
But it was Donaldson who sparkled in Shanghai, and he rated the bogey-free 62 as one of the rounds of his life despite having twice shot 61 in previous tour events.
"Yeah it's up there with the best rounds I've ever shot. The golf course is harder than the other two I played, the other low scores.
"The golf course is no pushover by any stretch of the imagination," said Donaldson, 37.
Donaldson's round contained 10 birdies, five each on front and back nines, and eight pars. And so flawless was his golf he never had to scramble to keep a bogey off his card.
"I never struggled for par. I missed two greens all day: one I chipped in and the other one I hit the flag," he said.
Also at four-under par alongside Rose are major winners Louis Oosthuizen of South Africa and Martin Kaymer of Germany.
Leading scores Thursday after the first round of BMW Masters, Lake Malaren Golf Club, Shanghai, China:
(Par-72, 7,607 yards)
62 Jamie Donaldson (WAL).
66 Peter Hanson (SWE), Francesco Molinari (ITA).
67 Michael Hoey (ENG), Jose Maria Olazabal (ESP), Rory McIlroy (NIR).
68 David Horsey (ENG), Edoardo Molinari (ITA), Alexander Noren (SWE), Martin Kaymer (GER), Louis Oosthuizen (RSA), Justin Rose (ENG).
69 George Coetzee (RSA), Ross Fisher (ENG), David Lynn (ENG), Bernd Wiesberger (AUT), Charl Schwartzel (RSA), Nicolas Colsaerts (BEL), Paul Lawrie (SCO), Liang Wenchong (CHN), Graeme McDowell (NIR).