For McIlroy it was Charl Schwartzel wearing the Masters Tournament Green Jacket and receiving applause up on stage at The European Tour's awards ceremony on Tuesday night.
"It definitely hurt me a little bit," said the 22 year old who led with nine holes left to play at Augusta National last month.
"It's tough, but I'm a big boy - I'll get over it."
For Donald it was Ian Poulter rather than him lifting the Volvo World Match Play Championship title at the weekend - a victory that stopped him from becoming World Number One for the first time.
"I felt I should have won and I didn't," said Donald. "I was down Sunday night and Monday thinking about it. Last week was a big chance."
Now they are part of the strongest field in the history of the BMW PGA Championship - all four Major Champions, all but the injured Padraig Harrington from last year's Ryder Cup team and all but Phil Mickelson and Steve Stricker from the Official World Golf Ranking's top nine.
The World Number One spot is again on the line. Not just involving Lee Westwood and Donald, but also German Martin Kaymer.
And, amazingly perhaps, Donald could even miss the halfway cut on Friday and take over at the top - if the other two have bad weeks as well.
It could also develop into a straight head-to-head between him and Lee Westwood, but what he most wants, of course, is to improve on his runner-up finish behind Simon Khan a year ago.
"I had the tournament kind of in my hands and I let it go on 17," the 33 year old recalled. "I hit a horrible drive there, made seven and that was that."
Donald won a week later in Madrid and now hopes to have the same sequence.
"Last week was extremely disappointing and it leaves a bitter taste in your mouth to finish second - I'd rather have lost in the first round in a way, although that's a little bit extreme.
"You think about what went wrong - it was just fatigue - what you could have done differently and hopefully you learn.
"It does get a little bit frustrating when you have opportunities and you can't quite finish them off.
"But I don't drag previous weeks to the next week. By the time I tee off I'll be ready to go."
And Donald is comforted by the thought that nobody in the world can match his current consistency - eight straight top ten finishes starting with his WGC-Accenture Match Play triumph in Arizona in February.
Asked whom he rated the best player in the world he typically chose his words carefully.
"I think I'm the most consistent right now. I think I've proven that over the last few months."