It can't have been a surprise, as her battle with Parkinson's disease and her passionate arguments for the right of people to choose when their life should end had been long rehearsed. She hadn't managed to get into the Scottish Parliament this year as her condition deteriorated.
But there was shock just the same because no matter how inevitable her death, the loss of her towering personality and huge ability to reach out - both to the public and across political divides - left such a void.
Labour's Kez Dugdale, also a Lothian list MSP, was clearly upset by the loss last night and revealed that for all their differences - Hibs versus Hearts, SNP versus Labour - her predecessor George Foulkes and Ms MacDonald had got on very well. Stories such as this abound.
Ms MacDonald was a great communicator with the public, whether as a politician or journalist or broadcaster, but less successful at playing internal party games. These two may have been connected, ensuring her demise from deputy leader of the SNP to expulsion for standing against the party as an independent in the 2003 Holyrood election.
She then gave every impression of someone delighted to have broken the party shackles, with total freedom to pick and mix which issues to raise or support. While she was never fully reconciled to the party, the fact that Alex Salmond visited her recently speaks volumes for the way that in the year of the referendum she was seen as a great asset in the cause of fighting for a Yes vote.
The young PE teacher from Hamilton was dubbed the "Blond Bombshell" in the days before political correctness when she burst on the political scene with her sensational by-election victory in Govan in 1973.
She could have become a permanent thread in the SNP's development had she been given the chance to bed down and defend the seat, but a swift General Election allowed Labour to recapture it and she never returned to Westminster.
But by then she was embedded in the public consciousness as "Margo" and she was deputy leader of the party from 1974-79, at which point she and other Left-wingers such as Mr Salmond formed the 79 Group in the wake of the failure to secure a vote of at least 40% in the devolution referendum.
In 1982 that group was proscribed and she turned to newspaper journalism and broadcasting where the natural people skills which fuelled her political potential were given a free rein in a different context.
Her marriage to Jim Sillars forged a great alliance as a Left-wing, pro-independence couple, with her husband following her as both brief victor in Govan in 1998 and as a deputy leader of the party but both then found themselves outwith the fold.
She rekindled her political career in 1999 as a Lothian list member for the SNP in the Scottish Parliament. This honeymoon with the party was to end when elections to the party lists downgraded her four years later and, faced with certain defeat, she chose to stand as an independent.
In this she undoubtedly took inspiration from Dennis Canavan, the Labour veteran spurned by his party for Holyrood selection but who put himself before the people as an independent and won. Mr Canavan now chairs Yes Scotland and his tribute to Margo was particularly warm last night.
The SNP said standing against the party amounted to "self-expulsion" and it is still a matter of dispute whether she resigned. But it meant she found her glory days in politics as Margo, party of one, champion of many causes but only those she chose to adopt.
Some of these were not the kind of causes in which parties see obvious political advantage, such as the plight of prostitutes and whether tolerance zones may be a lesser evil in avoiding abuse and brutality in the sex industry.
Ms MacDonald was also one of the quickest to identify the scandal of the cost over-run in the Holyrood building project and to appreciate the corrosive impact that would have on the public perception of the Scottish Parliament as an institution.
Similarly, when expenses scandals began to emerge she was among the first to realise this had to be stamped out and the Holyrood act cleaned up if damage to the whole Home Rule project was to be avoided.
The construction and expenses scandals were typical of the things Margo would spot as voter turn-offs, particularly as a newspaper columnist with an Edinburgh newspaper.
Her sharp observer's eye also alighted on the sums being spent on Holyrood to upgrade security in the wake of the Glasgow Airport bombing, and she fought this all the way, claiming extra security amounted to less public engagement.
She famously observed that risk was a price worth paying to keep the Parliament an open and engaged space, but the authorities felt they had to press ahead with bollards and a new security entrance.
She never shied away from other issues that might risk populist appeal. Apart from keeping a lengthy focus on the rights of prostitutes, she was also a strong advocate for the rights of the Palestinian people.
And then there was her final, some would say defining issue, dignity in dying, the right of terminally ill people to be in control of the time and nature of their death.
Previous legislation brought by her fell, but she brought back revived proposals and these are going through current Holyrood procedures. She nominated the Greens' co-convener Patrick Harvie as a co-sponsor of the Bill so it will not die with her as the name "Margo's Bill" inevitably sticks.
Ms MacDonald would have certainly liked that as a legacy.