But what happened on the red carpet in Berlin for Bel Ami, his feature film debut, had even Donnellan thinking he had lost the plot.
"There was one moment when I thought I'd gone mad," says Donnellan, who was in Glasgow last month for the film festival premiere of Bel Ami with the movie's co-director, the theatre designer Nick Ormerod.
"I was convinced I heard some people scream 'Nick', 'Declan'. I thought this is really pathetic, you've gone mad. But we looked round and there was a group of about six people who had photos of us taken from the set, pulled from the internet. We were so grateful," he says, laughing. "We threw them in Rob's face."
The "Rob" to whom he refers, and the reason why Donnellan and Ormerod were amazed to receive any attention at all, is Robert Pattinson, one of the stars of Bel Ami but best known for playing Edward Cullen in the Twilight saga. For Twihards, as fans of the vampire films are known, Pattinson is a one-man Beatles, or a taller Daniel Radcliffe, take your pick. When he walks a red carpet it gets very noisy, very quickly.
Bel Ami, adapted from the Guy de Maupassant novel, is the tale of Georges Duroy, a French country boy and former soldier who has no talents to speak of but plenty in the way of good looks. Arriving in fin-de-siecle Paris, Georges finds himself a job as a political journalist just as war is brewing. More importantly to his towering ambitions, he finds a role as favoured "friend" to many a powerful man's wife.
After Water for Elephants and Remember Me, Bel Ami marks another staging post in Pattinson's trek from teen film star to leading man. Though the Twilight saga grinds on (brace yourselves for Breaking Dawn: Part 2 later this year), the 25-year-old is wisely thinking about what happens next.
His chances of impressing in Bel Ami are aided by a cast of fellow actors which includes Uma Thurman, Christina Ricci and Kristin Scott Thomas as the Parisian ladies charmed by Georges.
It's possible to see a certain irony in Pattinson, a young actor largely known up to this point for his good looks, playing a character who has little else to offer but his handsomeness. Donnellan is having none of that. "I've worked with actors for 35 years and some very, very good ones. Rob is unbelievably talented. He is not Georges Duroy." (David Cronenberg, who directs Pattinson in the forthcoming Cosmopolis, also praised the Pattinson acting chops when I interviewed him recently.)
Indeed, one of the reasons Pattinson, together with Scott Thomas and the rest of the cast agreed to work for not very much on what is Donnellan and Ormerod's feature debut (they previously have a short film to their names) is that they know the pair through the theatre, or through Donnellan's textbook on acting, The Actor and the Target.
That explains why the cast signed up, but why would Donnellan and Ormerod, whose theatre company, Cheek by Jowl, performs all over the world, want to trade theatre for film? When we speak in Glasgow, their latest production, 'Tis Pity She's a Whore, has just opened at the Barbican the night before to four-star reviews.
"We've always loved film," says Ormerod. "We go to the cinema to relax as opposed to the theatre. The theatre is kind of work." The reason it has taken them so long to make their first feature is that they didn't think they could cope with the long gap between having an idea for a film and starting work on it. "We would go stir crazy without working," says Donnellan. "We have to be in a room with actors at least once a year making something new."
Now in their late fifties and early sixties, it wasn't a case of now or never for Donnellan and Ormerod so much as a matter of why not now? As it turned out, the theatre work managed to dovetail neatly with the film preparations, but it has still been a long haul. And not a lavishly funded one, either. With the budget for Bel Ami just nine million euros (still a fortune compared to the theatre, says Donnellan), a lot of sandwiches were eaten and plenty of budget flights taken as Budapest took the place of 1890s Paris.
Compared to some of the productions they've staged in a career which stretches from putting on Romeo and Juliet with the Bolshoi in Moscow to taking Don Giovanni on a tour of Scotland's islands, filmmaking sounds like a doddle.
"I wouldn't say it was relaxing exactly," says Ormerod, laughing. "But it was very exciting. It's a weird process, up and down in the day, like a rollercoaster."
They were both anxious before the shoot began, says Donnellan. "We'd read all the books, we'd got the storybook done, we knew where the cameras were going to go. We were so nervous not to mess up because it was our first movie. But by about the third hour we just threw it all over our shoulders and improvised on the spot. We learned really fast."
Both found their theatre experience invaluable, particularly when it came to editing and directing the actors. The difference between stage and screen acting is one of scale, says Donnellan. "But great film actors still act. The camera likes to see people think, but so does the audience."
Which leads us back to Pattinson. Most feature film debuts struggle to get an audience. Pattinson's name and face on the billboards should mean that won't be a problem for Bel Ami. There might also be added interest because of what we'll delicately call the film's more intimate scenes.
"I've done worse on stage," laughs Donnellan. "It is the most unerotic experience in the world doing a sex scene. It ain't erotic on stage either, but you can laugh more on stage."
As for the possibility the film will attract the type of audiences not normally drawn to adaptations of 19th-century French novels, their attitude is that everyone is welcome. That said, they acknowledge that when they began working with Pattinson the first Twilight film was just opening. "The whole mania hadn't started yet," says Donnellan.
On set, Pattinson just got on with the work. "He's very much his own man," says Donnellan. "He's very quietly serious. All of that Rob hysteria you see is completely absent from the set. There's no sense of that at all, he's a nice guy from Barnes."
Their first real taste of that "hysteria" was the Berlin Film Festival red carpet. That turned out okay, and they have similar hopes for the film when it opens in the UK next week. They've already started gathering ideas for their next film. The duo who both ran away from law careers 35 years ago to join the theatre have no plans to stop running yet.
Bel Ami opens in cinemas next Friday, March 9.