Donald's team not only built a five-point lead but in doing so prevented the US from winning a single match in a day at the Ryder Cup for the first time.
But Donald, who replaced Henrik Stenson as Europe's captain after the Swede was stripped of the honour following his decision to join LIV Golf, is far from satisfied yet.
"Historic day, but we want it to be an historic week, so the job is certainly not done," Donald told reporters at the Marco Simone Golf & Country Club where Europe lead 6-1/2 to 1-1/2 after the opening two sessions.
"We will all celebrate an amazing day, but we'll be back tomorrow morning with the goal of trying to win tomorrow morning's session. We'll be getting our guys focused to be back in the saddle, so to speak. But what a day."
Europe swept the foursomes matches in the first session for their first 4-0 lead at a Ryder Cup and then denied the US a fightback when they flipped three fourballs matches that went the distance to open up a commanding lead.
"We got off to a pretty good start, but they fought back. And we knew they would," Donald said of the Americans. "They are a strong team. There's a lot of talent on that team.
"But what we did going down 18 just shows the determination, the grit, the perseverance, kind of the unity of our team. They never gave up and they kept pushing till the very end."
Donald, who made four Ryder Cup appearances as a player and served as vice-captain twice, has assembled a 12-man team that not only includes three of the top four players in the world but is also playing with plenty of swagger.
Donald credited the tight bond between his players for their ability to hold off the United States in their bid to close the gap after their dismal start to the biennial competition.
"Team unity more than anything. These guys have each other's backs. Twelve strong and there's no real hierarchy," he said.
"Everyone wants the best for each other. We have had a tremendous four or five days; the atmosphere in the team room has been amazing. It's been very positive."
