Ryan Donk had an outstanding 2005–06 season at RKC Waalwijk, and with an expiring contract, he wanted to make a step up to a higher level. AZ first approached him, AFC Ajax, PSV Eindhoven and even Spanish giants FC Barcelona showed serious interest in him. But Donk chose to go to AZ as a replacement for defender Joris Mathijsen who had been sold to German club Hamburger SV, thinking it to be the best for his development. Initially AZ wanted to put him on a season-long loan to RKC Waalwijk but Donk wasn't prepared for it and said he wanted to take on the challenge, even if he wouldn't play as much he would at least practise with strikers Shota Arveladze, Danny Koevermans and Mousa Dembélé. He earned himself a place in the starting line-up and impressed with his performances at AZ.
In 2007 Donk was called up by Jong Oranje coach Foppe de Haan to be part of his squad for the 2007 UEFA European Under-21 Football Championship held in the Netherlands. Donk participated in both of their first round group matches against Israel (1–0 win) and Portugal (2–1 win) to secure a semi final spot and to qualify for the 2008 Summer Olympics. During the tournament his sister was involved in a car accident. Donk left the Dutch squad for a day and returned into the tournament after it was known her health was improving. After the Dutch qualified for the semi final and Olympics Donk took off his football jersey to reveal another shirt having the text "Dit toernooi is voor jou, ik hou van je." (This tournament is dedicated to you, I love you.) on it to support his sister. In the semi finals against England (1–1, 13–12 after 32 penalty kicks) Donk assisted Maceo Rigters to score his 90th minute equaliser with a bicycle kick which took the game into extra time. Donk was the only Dutch player on the field at the end of the game not to shoot a penalty after one England player (Nedum Onuoha) was unable to shoot due to an injury while England had no substitutes left. The Dutch went on to retain their 2006 title by beating Serbia 4–1 in the final. After his display at the tournament, Donk made the pre-selection of the Dutch national team on 6 August.