When he was two years old, his family moved to Hong Kong, and then to Boston, Massachusetts, United States, when he was eleven. At the age of four, Donnie started taking up martial arts from his mother who taught him tai chi and wushu until they moved to Boston. From there, Donnie continued with tai chi and wushu but soon also began experimenting with various others martial art styles, such as taekwondo, kickboxing and boxing, after developing a huge interest in martial arts. From a young age, he was also taught by his parents to play musical instruments, including the piano. He also knows hip-hop dancing and breakdancing.
When he was sixteen, his parents sent him to Beijing Wushu Academy so he could train Chinese MA under Master Wu Bin, well known as the coach of Jet Li. He underwent intensive training for three years. After those years passed by, he was about to leave back to the States, but made a side trip to Hong Kong, and there he was accidentally introduced to famous Hong Kong action director Woo-ping Yuen, who was responsible for bringing Jackie Chan to super stardom and was looking for someone new to star in his movies.