Cantlay celebrated wildly with his USA teammates after sinking a 30-foot putt under huge pressure which eventually handed him and Wyndham Clark a win over McIlroy and Matthew Fitzpatrick and cut Europe's lead to five points overnight.
Donald says McIlroy was brushed off by Joe LaCava while the four-time major winner was waiting to take a putt which could have halved the hole and match.
"I was there on 18. I saw it unfold when Patrick made that putt, Joe was waving his hat," Donald told reporters.
"He (McIlroy) politely asked Joe to move aside. He was in his line of vision. He stood there and didn't move for a while and continued to wave the hat, so I think Rory was upset about that.
"It was a little off-putting because he still had to putt. And so Rory got upset, and I understand that... Rory felt like the line was crossed on the 18th green."
McIlroy was then reported to have had a blazing row with another American caddy in the carpark at the Marco Simone course in Rome, having to be pulled away and bundled into a car by Irish teammate Shane Lowry.
"Of course they have their backs. Again, we are a big family this week. We support each other," added Donald.
The row dominated talk in the aftermath of an epic afternoon fourballs session which ended at nearly 7:00pm (1700 GMT) and gave the USA a glimmer of hope that they can end a 30-year European hoodoo.
Cantlay and Clark had been one hole down with three to play before Cantlay sank three crucial putts to make his pairing first stayed in the match and then won it.
However the Americans still have a tough task on their hands as no team have ever overcome more than a four-point deficit at the end of the second day.
"Certainly they grabbed some momentum at the end. I'm not going to say they didn't. Certainly what Patrick did, holing those putts was impressive... yeah, that will give their team some hope, I suppose.
"But again, we are five points up. We are in a great position. I've watched these guys over the last couple days compete with heart, with unity... I really like our chances."