McIlroy, the top-ranked golfer, has already won the money titles on the European and PGA tours. He was one stroke in front at 11-under 133 with Donald (68) and 189th-ranked Warren (67).
Sergio Garcia, playing for the first time since laser eye surgery, matched the course record with 64 to leave him four shots behind.
McIlroy’s round could have been even better, but he missed several makeable putts on the front nine and an eagle putt roll past the hole at No. 14.
“I continued driving the ball well today and gave myself plenty of opportunities,” McIlroy said. “Missed a couple of short ones on the front nine for birdies. But apart from that, it was a very solid round of golf.”
Garcia started with four birdies on his first five holes and then had a string of birdies at the turn before holing a long putt for eagle on No. 14. But he shot into the water on No. 16 for a triple-bogey before recovering to finish with a birdie and eagle.
“Coming back from a long break, so trying to get some good vibrations going and I managed to finish better than that,” Garcia said.
Donald joined McIlroy and Warren at 11 under with a short birdie putt on the 18th. Warren had a chance take the outright lead, but was short on his 12-foot putt on the 18th.
“Obviously, haven’t dropped a shot in 36 holes, so feel good about that,” said Donald, who finished with four birdies in a bogey-free round. “I had some opportunities, 10-foot, 15-footers on a few holes that I just misread. But that was a solid round of golf.”
Two South Africans were a stroke behind at 134 — Louis Oosthuizen, the 2010 British Open champion, shot 67 and four-time tour winner Branden Grace had 65.
Charl Schwartzel (67) and Richie Ramsay (68) were two shots off the pace, followed by another 10 players three strokes behind.
Several big names faltered, including fourth-ranked Lee Westwood (74). Two shots off the lead after the first round, Westwood bogeyed the 12th and 16th and then double-bogeyed the par-3 17th to fall eight shots off the lead.
Padraig Harrington, also two shots back after the first round, was five behind after 71.