Donkin first began climbing when working in Switzerland with Sulzer Brothers. A cousin, William Frederick Donkin, had been a famed climber and secretary of the Alpine Club who died on a climb in the Caucasus in 1888. He soon became an enthusiast and climbed many of the Alpine peaks including Matterhorn, Monte Rosa, Zinalrothorn, Dent Blanche and the Dom as well as several mountains of North Wales. He made many of his ascents without a local guide and took most of his summer holidays in the Alps. He became a founding member of the Climbers' Club in 1898 and served on their committee in 1908-11, 1929-36 and 1939-43. He was elected vice-president for 1926-9 and president 1936-9.