It was an opportunity many young players dream of. For Donati, however, the experience also exposed a side of elite football he was not yet prepared to handle.
“I was 20 years old, and it was a little strange for me to train with players like Maldini, Shevchenko, Gattuso and so many others,” Donati tells Football Presse.
“It was something really huge, and perhaps from a mental point of view I wasn't ready to deal with a situation like that, to deal with 80,000 people at San Siro.”
Donati had arrived at AC Milan after establishing himself at Atalanta, making his Serie A debut in 2000 and earning a move to the Rossoneri for the 2001/02 season. He made 28 official appearances for Milan, including 17 in Serie A.
But the teenager's problem was not a lack of talent or ambition. It was believing, perhaps too early, that he had already made it.
“The beginning was very beautiful because I arrived in Serie A straight away when I was young, then I went to Milan straight away,” he says.
“There were a couple of difficult years there because I thought I had touched the sky. Instead, I didn't remain focused, I didn't stay on the ball, because I thought it was done.”
That realisation became one of the defining lessons of Donati's career.
“Then I dropped a little, and then there was the climb back up again.”
Looking back, he does not regard Milan simply as an opportunity that passed him by. It became part of the education that shaped the player he eventually became and, later, the coach he is today.
“The important thing is to learn from everything, from the good things but especially from the bad things,” he says.
“You have to learn how to deal with them, how to improve them, how to face them the next time they happen.”
Donati's wider philosophy was forged through a career that took him through Atalanta, Milan, Parma, Torino, Sampdoria, Messina, Bari, Palermo, Hellas Verona and Celtic, among others.
The lesson was that neither success nor failure could be allowed to consume him.
“During a career there are positive moments and negative moments,” he says. “The important thing is to let them pass quickly, both the good ones and the bad ones. Especially the bad ones, but also the good ones.”
“Because in the end there is always something new to do the next day.”
That mentality came with experience. What might have been difficult for Donati to understand as a young player gradually became one of the principles he carried into coaching.
“If I keep thinking and thinking about the good things or the bad things, I fall behind,” he says.
“Whatever happens, you have to think about facing the next day and trying to do better.”
Milan, therefore, was not simply the chapter where things failed to go as planned. It was the chapter that taught Donati that reaching the highest level was only the beginning.
“I wanted to do things better, or try to fix them, to do the best possible.”
And there is still a sense of pride when he recalls the scale of the opportunity he was given.
“When I was at Milan, it was one of the biggest clubs in the world,” he says.
For a 20-year-old stepping into San Siro alongside Maldini, Shevchenko and Gattuso, that reality proved overwhelming.
But the experience also left Donati with something that has lasted far longer than his time in the red and black: an understanding that in football, arriving is never the same as having made it.