Lester pitched six strong innings and Donaldson homered twice and drove in four runs as the Athletics won 11-3 Tuesday night, snapping the Royals' eight-game winning streak.
Lester (13-7) has won all three of his starts since joining the A's in a trade from Boston in a deadline deal on July 31 that sent All-Star outfielder Yoenis Cespedes to the Red Sox. Lester struck out nine and allowed three runs on six hits and two walks.
The timing of the trade was bad for the Royals, having to face Lester twice in 10 days.
''I'd rather face Cespedes four times in a game than face Lester one game,'' Royals manager Ned Yost said. ''That's just me. That's not taking anything away from Cespedes. He can beat you with one swing of the bat.''
The Royals have won 11 of 13, with both losses coming against Lester - who improved to 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.
''It helps when you have contributors up and down the lineup,'' Donaldson said. ''We believe that it's going to happen more times than not. We had some balls that were hit hard for outs, and then we had a lot of balls that fell in for us tonight.''
Brandon Moss had four hits, matching his career high, as the A's finished with a season-high 20 hits.
''He looked like Wade Boggs up there,'' A's manager Bob Melvin said.
Royals starter Jeremy Guthrie (8-10) allowed six runs on 11 hits in 4 2-3 innings.
''Obviously, we would have loved to gone out there and had a better performance from myself and the pitchers to keep us in the game,'' Guthrie said. ''We play 162 of these and you take them for what it's worth. They strung together a bunch of hits and they had a tough pitcher and won the game.''
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 since an intentional pass to Yadier Molina on June 4.
OUT OF A SLUMP
Moss was in a 5-for-46 skid before collecting four hits against the Royals. Moss has four RBIs in the first two games of this series after driving in just one run in his previous 14 games.
COOKING UP ZEROES
A's reliever Ryan Cook tossed a perfect seventh to extend his scoreless streak to 20 innings, the longest active streak in the majors.
When the A's scored in the first inning, it was the first time in 44 innings the Royals had trailed. The A's are 48-11 when scoring first. The A's 20 hits were a season-high against Kansas City pitching.