But McDonald, who this week joined the Teessiders in a deal understood to be worth around £3.2million, eventually took the difficult decision to head south of the border in an effort to keep his World Cup dreams alive.
He said: "I wasn't too happy with not playing as regularly as I would have liked. There was no fall out, as was suggested, between me and the manager.
"There was nothing like that going on. Relationships were very good. They wanted me to stay at the football club, but I felt I needed to get more game time.
"I had worked under this manager [Gordon Strachan] beforehand and I believe I played my best football under him, so it was another chance to team up with him and Garry Pendrey and try to progress even more as a player and keep getting better and better.
"With the World Cup at stake at the end of the season, that was a massive factor also."
McDonald admitted he agonised over the move, adding: "It was massive. I had to sit and really have a long, hard think about it, especially with the family.
"Celtic was a club I supported growing up, I was brainwashed into it by my Glaswegian parents, so it was quite difficult.
"It was a massive honour to play for the club for two and a half years and is something I will always treasure and always have with me.
"I leave, I would like to think, with a lot of success under my belt. Hopefully I can do the same for Middlesbrough and help us get promoted."
McDonald is one of five former Celtic men to have followed Strachan to the Riverside Stadium during the winter transfer window, and another of them, central defender Stephen McManus, was equally split over his decision to leave the Bhoys on loan until the end of the season.
He said: "Obviously, it was a big decision for me to leave. I have been there from being 14, so you make a lot of good friends at the club and played with some wonderful players.
"As a footballer everybody is different and you want to win things. When you are brought up at Celtic you have got a winning mentality for trophies and the chance to play in Champions League games.
"In that instance, it was a big decision. But with Gordon Strachan in charge, that was a big factor for a lot of the players.
"It's a fresh challenge for us all and it's one we are looking forward to."
The mass exodus from Parkhead comes at a time when Celtic are trailing in the wake of Rangers, with Mowbray's critics becoming increasingly vociferous.
However, McManus was diplomatic when asked about the situation he has left behind.
The 27-year-old said: "That happens in football. There are some wonderful players who have come in, especially in the transfer window, which for Celtic is great to see."
Meanwhile, Boro have failed in an attempt to extend Aston Villa midfielder Isaiah Osbourne's loan spell.