Unfortunately for Donati, breaking into a midfield with Andrea Pirlo, Clarence Seedorf, Kaka and Gennaro Gattuso wasn't easy. Instead, Donati gained experience on loan with Torino, Sampdoria, Messina and eventually back at Atalanta.
In 2007, Celtic came calling and Donati would spend two years in Glasgow, winning the Scottish Premiership title in 2008.
Donati would return to Scotland seven years later with Hamilton Academical and then St. Mirren before calling time on his playing career. But the Italian would enjoy a third spell in Scotland, this time in the dugout as an assistant to Angelo Alessio at Kilmarnock.
Despite Alessio being sacked by the Ayrshire club, Donati was kept on until June last year.
"I have big plans as a manager in the future, I am just waiting for the right opportunity and I can't wait for it to arrive.
'I have had many good coaches in my career and I have always tried to 'steal' something from each of them to be ready when my time comes."
A return to Parkhead would be a "dream", says Donati, as he reflects fondly on his time with Glasgow's green and white.
"Celtic is really a great club, not even I was aware of its greatness until I found myself living it every day," Donati adds.
'From the point of view of the organisation (and not only that) it is very similar to Milan. My dream/goal is to become manager of Celtic one day."