The Lagan Valley MP was snapped at a Belfast airport catching a ‘red eye’ flight to London on Friday morning where he has an apartment.
Donaldson resigned as DUP leader on Friday after being charged with historical rape and sex offences.
The 61-year-old is due to appear in court in Newry on April 24 in relation to non-recent allegations.
He said he will be strenuously contesting the charges of one count of rape, one count of gross indecency and a number of charges of sexual assault.
A 57-year-old woman has been charged with aiding and abetting him in relation to the child sex allegations.
Both were arrested at a house in Dromore, Co Down on Thursday morning, by detectives from the PSNI’s Public Protection Branch.
They were taken the the PACE custody suite in Antrim for questioning over complaints from two females.
Following interview under caution, both suspects were charged before being released on police bail pending next month’s court appearance.
The MP was suspended by the DUP and also by the Orange Order following the bombshell revelations.
Donaldson is also not allowed into the Houses of Parliament as a result of being charged.
He is now holed up in his London apartment to avoid the press and the public gaze.
New interim leader of the DUP Gavin Robinson has said his party is focused on “making Northern Ireland work” after the “devastating revelations” which led to the resignation of Donaldson.
Mr Robinson also criticised individuals for attempting to score “cheap political points”, for engaging in “conspiracy theories” and “manipulating such devastating news”.
Speaking on Sky News, the new interim leader of the DUP said it has been a “devastating revelation” and “caused tremendous shock”, not just for DUP politicians, but “the community right across Northern Ireland”.
The East Belfast MP said the party is one that “believes in justice” and has faith in the criminal justice system.
Mr Robinson said in the coming weeks and months it is important for “us not to say anything or act in any way that would seek to prejudice what is now an ongoing criminal investigation”.
The party first became aware of the allegations “very late” on Thursday night, he said, when it went public that two individuals had been charged.
He added: “In the early hours of this morning we took steps to bring colleagues together to discuss what it was we had learned and take the appropriate steps that we could.”
Sir Jeffrey has stepped down as party leader and steps were taken to suspend him from party membership until the conclusion of a live criminal investigation.
There was “unanimity” that he should step forward to act as the interim leader.
He said: “It is a huge responsibility, not just because of the shocking news we have had, but that will take its course and run its course.
“But for us, recognising the significance of steps forward in Northern Ireland over the last number of weeks, focusing on the importance of making Northern Ireland work and instilling a sense of positivity in devolution, and making sure devolution works for our people.
“That is the important task at hand, that is the important task that I and my colleagues share and that’s the important task that we will focus on in the months and years to come.”In terms of this being a “test” for Stormont, he insisted the party will continue to show the positive benefits of devolution and that Northern Ireland’s “place within the United Kingdom is secure”.
Asked about a byelection in Lagan Valley where Sir Jeffrey was MP, he didn’t answer directly, but simply said what happens in the days and months ahead are outside the party’s control.
As Donaldson’s political career crumbled around him, he may also be stripped of his knighthood if he is convicted of the child sex abuse allegations.
If convicted, he will also be removed from his position on the Privy Council.
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