Donnelly returned to New York at age 25, moving to Brooklyn. Her first book was published by Atheneum in 2002: "Humble Pie", a picture book with the veteran illustrator Stephen Gammell. That year she also published her first novel, the product of ten years work. "The Tea Rose" (Thomas Dunne, 2002) is the first book of a trilogy set in the East End of London late in the 19th century, with ties to the story of Jack the Ripper. The second book, "The Winter Rose", continues the tale, following the Finnegan family and related characters from London to Africa to the coast of Northern California. The third novel in the series, "The Wild Rose", which explores Willa and Seamie's story, follows the characters from London on the verge of World War I to Arabia in 1918.