Philippe Donnay began his career in 1999 as macroeconomist with Bank Degroof. From 2004 to 2006, he was Director of the Centre d’études politiques, économiques et sociales (Cepess) and economic, financial and budget advisor to the president of the CDH.
After a spell as chief economist with the FEB from 2006 to 2007, he was appointed deputy principal private secretary early 2008 and later principal private secretary (general policy cell) to the Deputy Prime Minister and Minister of Employment and Equal Opportunities, Joëlle Milquet. At the end of 2011, he was appointed principal private secretary of her general policy cell and strategic cell for home affairs.
On 1 May 2014, Philippe Donnay was appointed Commissioner of the Federal Planning Bureau.