Joe Donahue was ten years younger than brother Jack, who was a well-known vaudeville and musical dancer in the twenties. Jack starred in the hits "1920 Follies" and "Sons o' Guns" (1929). He died in 1930 from the effects of high blood pressure, heart disease and kidney problems. Joe followed Jack into show business, and after Broadway experience Marilyn Miller handpicked Joe to be her leading man in Sunny (1930). (Jack had played opposite Miller in the stage versions of "Sunny" (1925) and "Rosalie" (1928)).