Donaldson was thrust straight into the Blades’ starting line-up at the Stadium of Light following his move from Birmingham City on August 31 and he hit both goals to defeat Sunderland 2-1.
The 33-year-old hit the opener in the 21st minute and added a delightful second 13 minutes from time to guide United to a first victory on their travels this season and keep them in a play-off spot.
Wilder said: “It’s a great day for Clayton and a fantastic day for our football club. It was our first away win for six years at this level, so to come to an iconic stadium like this and do it, it was great reward for them all.
“We felt Clayton was what we needed. It’s not always available to us but we wanted someone to run in behind, the goals showed everyone what he is all about.
“I’ve almost signed him eight times, mugged me off every time. Ask every player he has played with and they will come to the same conclusion: he’s hard-working, under-rated, first-class and he is a team player.
“Everyone drags stuff up like not getting anything away from home, but I felt we were right to win away from home and what better place than to come and do it here?
“The players went out and produced a solid, fantastic away performance. We are disappointed with their goal at the end, but we were a threat all game.”
Sunderland did pull one back in the 94th minute when Jack Rodwell glanced a free-kick from debutant Callum McManaman beyond goalkeeper Jamal Blackman.
But that arrived too late and the home fans had already turned on the players and owner, following up chants of “you’re not fit to wear the shirt” with “are you watching Ellis Short?” after Donaldson’s second.
Sunderland debutant Marc Wilson gave Donaldson far too much space to cut inside and fire a low drive in off the near post to give the Blades a 21st-minute lead.
Donaldson also had a header tipped over the bar before he compounded Sunderland’s misery when added the Blades’ second, substitute David Brooks sending the Bradford-born striker in behind the defence to fire a terrific finish inside the top left corner. Sunderland boss Simon Grayson said: “We have to roll our sleeves up, stick our chests out and get over this obstacle which has been in place for a number of years.
Sunderland: Ruiter, Browning, Kone (O’Shea 46), Wilson, Honeyman (Gooch 74), Ndong, Rodwell, Galloway, Williams, Vaughan (McManaman 60), Grabban. Unused substitutes: Steele, Jones, Matthews, Gibson.
Sheffield United: Blackman, Basham, Wright, O’Connell, Freeman, Coutts, Duffy (Lundstram 68), Fleck, Stevens, Donaldson (Evans 80), Sharp (Brooks 68). Unused substitutes: Baldock, Carter-Vickers, Lafferty, Eastwood.
Referee: J Simpson (Lancashire).