The 2003–04 season, his third as a Milan player, saw him join Sampdoria on loan, before enjoying a successful spell at Messina for the 2004–05 and 2005–06 seasons. Despite finding his form at Messina, Donati still found himself out of favour at Milan and was again sent on loan, this time returning to his first club Atalanta for the 2006–07 season.