It was revealed this morning that former world number one McIlroy and Danish tennis player Wozniacki had ended their engagement just days after sending out wedding invitations.
Donald hadn't heard the news until asked about how McIlroy would handle the situation at a press conference ahead of the BMW PGA Championship at Wentworth, which starts tomorrow.
"We all know how hard this game is when you have a clear mind," PA quotes Donald as saying today. "I can't imagine what's going through his mind now. Obviously that's the first I've heard of it and I'm as surprised as shocked as I'm sure you guys are.
"Any time you have personal issues clouding your mind and you're trying to play golf, it becomes very difficult.
"Sometimes being on the golf course can be a little bit of a break away from that, but most of the time it's very hard to separate those two things. Obviously I wish both of them the best."