The visitors led 8-7 at the break and despite trailing for the majority of the second half, Hull took the lead with 15 minutes remaining and relied on their defence to hold firm and seal their place in the final four.
Damien Blanch had a try ruled out for the home team as Morgan Escare was ruled to be offside in the opening minutes after good work by Scott Dureau.
That was before a superb McDonnell try after some good build-up work by Aaron Heremaia and Jacob Miller. McDonnell twisted his way to the line despite the best efforts of three Catalan defenders. Joe Westerman added the conversion to give the visitors a six-point lead.
On the half-hour mark, the Catalans were level as Eloi Pelissier scored a superb solo effort to mark his entrance to the game. Dureau added the goal to level the scores before he gave the Catalans the lead with a drop-goal four minutes before the break from 30 metres out.
Hull bounced back and Danny Tickle kicked a penalty from 10 metres after Jamal Fakir held on in the tackle too long.
After the break, the Catalans retook the lead, with good work by Dureau and Lopini Paea saw them combine to send in Escare to the left of the posts. Dureau added the conversion to take the scores to 13-8.
Three minutes later Hull scored again, McDonnell running at the Catalan left wing and holding up the defenders just enough to send in Tom Lineham in the right corner. Tickle missed the conversion.
With 15 minutes remaining, Danny Houghton picked up and scooted away from dummy half, Vincent Duport got back to pull him back but the Hull hooker offloaded to the supporting Tom Briscoe who went over after stepping past Escare with ease. Tickle added the conversion to give Hull a five-point lead.
With time running down, Catalans threw everything at Hull and a Steve Menzies knock on looked to have ended the game.
However, Hull did not see it that way and after Kirk Yeaman broke clear and drew the covering Escare, McDonnell offered his support and scored to the left of the posts to seal the win and send the travelling Hull fans into raptures. Tickle added the conversion to add icing to the cake.