Following a short period of work addressing envelopes at the National Cyclists' Union in Fleet Street, he found himself unemployed and forced to live on the small amount of money he had saved from his time in Bristol. MacDonald eventually found employment as an invoice clerk in the warehouse of Cooper, Box and Co. During this time he was deepening his socialist credentials, and engaged himself energetically in C. L. Fitzgerald's Socialist Union which, unlike the SDF, aimed to progress socialist ideals through the parliamentary system. MacDonald witnessed the Bloody Sunday of 13 November 1887 in Trafalgar Square, and in response, had a pamphlet published by the "Pall Mall Gazette", entitled "Remember Trafalgar Square: Tory Terrorism in 1887".