The Englishman was hit with a two-shot penalty for touching the sand with his club while attempting to get his ball out of a bunker on the ninth hole.
Donald later attributed the setback to a "dumb mistake", but vowed to put the incident behind him heading into round two.
"Got a two-shot penalty on the ninth today. Left my bunker shot in the bunker and touched the sand before my next shot. Pretty dumb mistake," he wrote on Twitter.
"I can accept the odd poor shot but making a mistake like that is pretty frustrating and so unlike me. Oh well, nothing I can do about it now, brush it off and try and make a bunch of birdies tomorrow."