2009-10: Troy Donnay played for the Belle Tire midget major team in Michigan. He scored 3 goals with 18 assists and had 91 penalty minutes in 65 games. He was selected by London in the fourth round (79th overall) of the 2010 OHL Priority Draft.
2010-11: Donnay appeared in 25 games in his first season with the London Knights. He had 1 assist and was -2 with 12 penalty minutes. London reached the playoffs after finishing fifth in the Midwest Division. The Knights took eventual OHL champion Owen Sound to six games in a first round playoff series but Donnay did not see any action.
2011-12: Donnay played 27 games for London in his second OHL season — scoring his first goal while playing forward — before being obtained by Erie in a January trade. In 50 games between the two teams Donnay scored 1 goal with 7 assists and was -24 with 44 penalty minutes. The Otters missed the playoffs; finishing with the OHL's worst record. Donnay was ranked 122nd amongst North American skaters in Central Scouting's final rankings but was not selected in the 2012 NHL Draft.
2012-13: Donnay was an assistant captain and logged major minutes for Erie in his third OHL season. He scored 1 goal with 7 assists and was -39 with 48 penalty minutes in 68 games. The Otters showed improvement, finishing 21 points better than in 2011-12, but once again missed the playoffs after finishing fifth in the Midwest Division. Donnay signed a three-year entry-level contract with the Rangers in July of 2013.
Donnay signed an entry-level contract with the New York Rangers in August, 2013.