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 a 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."
Donald said he wasn't getting his approach shots as close to the pin as the first day, but made up for it with the putter, including a difficult birdie on No. 9 and nice par save on No. 12.
"When I have myself a little bit of trouble out on the course, I was able to recover with the putter," Donald said.
Warren, who has not won a tournament since 2007, matched the second-ranked Donald's opening birdie and had five more, including a 12-footer on the 16th to move him into a tie with McIlroy.
"It was nice to be the Scot in the pack with the Englishman and the Northern Irishman," Warren said. "It's great to be in contention with guys like that. Looking down the leaderboard, it's a high-quality leaderboard and doesn't get any better anywhere in the world really."
Two South Africans were a stroke behind at 134—Louis Oosthuizen, the 2010 British Open champion, shot a 67 and four-time tour winner Branden Grace had a 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 a 71.