Arsenal boss Arsene Wenger admitted he is keen for his side to avoid Atletico Madrid in Friday's quarter-final draw after they reached the last eight of the Europa League with victory over AC Milan.
Welbeck, hours after being called into the global squad for friendlies against the Netherlands and Italy, sent Donnarumma the wrong way for his first goal since January 7.
Welbeck converted the 39th minute penalty and added a late header after Granit Xhaka's goal had put the tie beyond Milan.
Arsenal allowed Swedish minnows Ostersunds to make inroads into a healthy first-leg lead in the previous round and they started sloppily once more, gifting Fabio Borini space to advance down the right and cross for Andre Silva to lash into the side netting.
The Gunners rose to the occasion at the San Siro to come away with an impressive 2-0 cushion going into the second leg, and would have been tired of letting themselves slip into comfort.
There was also trouble in the previous round against Spartak Moscow when a police officer died after clashes involving both sets of fans outside the stadium.
71' - GOAL! Arsenal (4) 2-1 (1) Milan (Xhaka) Oh dear me.
Welbeck bagged his second and Arsenal's third goal of the night in the 85th minute by heading into an empty net after Donnarumma had parried Ramsey's header into the striker's path. Lyon's second goal came from Mariano.
Borussia Dortmund bowed out of the tournament, though, with a tame goalless draw in Austria sealing their fate.
The Russian away side wiped out Lyon's first-leg one-goal lead before half-time through Aleksandr Golovin, although Maxwel Cornet equalised for Bruno Genesio's hosts.
Yet the Germans would advance, despite Timo Werner having an 81st-minute penalty saved.
Bas Dost missed a penalty in injury time for Sporting, but the visiting team still went through against Plzen thanks to Rodrigo Battaglia's extra-time decider.