Lester (13-7) has won all three of his start since the A's acquired him in July 31 trade for All-Star outfielder Yoenis Cespedes. Lester struck out nine and allowed three runs on six hits and two walks.
The Royals have won 11 of 13 with both losses to Lester, who is 9-3 with a 1.84 ERA in 13 career starts against Kansas City.
Donaldson homered in the seventh and eighth off left-hander Bruce Chen for his third multi-homer game of the season. He also added an RBI double in the first and a sacrifice fly in the fifth.
Brandon Moss had four hits, matching his career high, as the A's banged out a season-high 20 hits.
Royals starter Jeremy Guthrie (8-10) allowed six runs on 11 hits in 4 2-3 innings.
Salvador Perez and Lorenzo Cain doubled in the Royals' three-run fifth.
Athletics: SS Jed Lowrie has a fractured right index finger, which was detected by a MRI Tuesday. He injured it Aug. 4 and it was originally believed to be a bruise as an X-ray showed no break. Lowrie, who played four days with it, is hopeful he can avoid the disabled list, but may need extra days off.
Royals: LHP Scott Downs went on the DL with a stiff neck.
Athletics: LHP Scott Kazmir goes Wednesday. He has held opposing batters to a major league best .071 average with runners in scoring position and two out.
Royals: LHP Jason Vargas has not walked a batter at home in 26 1-3 innings, an intentional pass to Yadier Molina on June 4.