Aside from playing with Allegheny in 1892, Donnelly also played with the Chicago Athletic Association that same year. He also played for the Manhattan Athletic Club in 1891. There were allegations that he was guilty of unsportsmanlike conduct on a field. One of his stunts was to purposely punch an opponent, then go to the referee and say, "Watch this guy. He's been slugging me all day." Once that player retaliated on the next play, under the watchful eye of the ref, he would then be thrown out of the game. In a Chicago game against the New York Cresants, the Cresants refused to take field unless Donnelly was barred from the Chicago lineup because of some alleged rough tactics he used while playing for Manhattan, the year before. Chicago benched Donnelly, and his absence resulted in a tie. Donnelly then became enraged and refused to rejoin the team in Chicago. Pudge Heffelfinger, who was also playing for Chicago, joined Donnelly in the walk-out. After this game he was once again recruited by Allegheny, to play for them. A few weeks later, Donnelly and Heffelfinger were professional players with the team. Donnelly played with Allegheny in 1892, 1893 and 1894. Donnelly later returned to Chicago and became the team's head coach. In 1896, Allegheny asked him if he and any of his Chicago players might be interested in playing for money. The Alleghenys were then told word that more than half of the Chicago players would be willing to come to Pittsburgh as soon as their team finished its traditional eastern tour. Donnelly, Langdon Lea, and Heffelfinger also reportedly played some games on the West Coast during the mid-1890s.
College coaching career
In 1891, he was made an assistant coach at Purdue University by his friend Knowlton Ames. Under Ames and Donnelly, Purdue would go 12–0 over the next two seasons. In 1891 while posting a 4–0 record, the team outscored its opponents 192–0. Then again in 1892, while posting an 8–0 record, the team outscored its opponents 320–24. Ames and Donnelly left the school in 1892. Donnelly was also the second ever football coach at the University of Iowa. He was hired for two weeks prior to the 1893 season. Unlike his predecessor, Donnelly was generally disliked by the Hawkeye players. After the Alleghenys' 1896 season, Donnelly went to Washington & Jefferson to become an assistant coach there.