The Australian musician had set himself a challenge for his 30th birthday. He wanted to go skydiving, wearing nothing except a harness, and play a couple of violin pieces on the way down.
Armed with a A$50 (£30; $40) instrument, a bow and not much else, Mr Donnelly completed his feat in a tandem jump in New South Wales on Sunday.
He played Happy Birthday during the freefall - a little celebration for himself.
When the parachute opened, and he began to float, the violinist drew the opening strains of The Lark Ascending by English composer Ralph Vaughan Williams.
"It's this beautiful piece about a bird soaring in the air, and it was just perfect," he told the BBC.
"I played the opening cadenza for about a minute, where you're just slowly rising on the violin and it was just wonderful.
"When that parachute opened, I could just be free to play the violin… it was a feeling of total freedom."
Playing for a cause
Mr Donnelly, a classically trained violinist, took the plunge over the city of Coffs Harbour to raise awareness about body image issues among men.
His own body anxiety troubles started at 18, when a fellow musician made a remark about his "tubby" stomach.
"I started silently sucking it in 24/7, creating a mental and physical prison in my body," Mr Donnelly said.
He began suffering from body dysmorphic disorder, a condition that causes people to become obsessed with perceived defects in their appearance. It forced him to leave Britain in 2013, where he had been part of the London Symphony Orchestra.
In the years since, Mr Donnelly has been recovering with help from a psychiatrist, and educating others about the disorder. He will divide money raised from his skydive between two charities and his own Nude Movement, which raises awareness about body issues.
For him, being naked for the skydive was as important as the plunge itself.
"I felt as much fear and anxiety before the sky jump as I feel when I take off my clothes in front of other people - these jolts of fear and anxiety that I'm still working through," he said.
"I'm really proud of myself for completing the fall and for walking through that door of fear.
"It's been a journey for me to come from constantly judging myself from childhood to now, when I'm beginning to not only accept but celebrate myself."