Boro have had a disastrous start to the current Championship campaign as they are currently sitting 22nd in the league table.
They will be facing League Two side Bradford on Tuesday in the EFL Cup and midfielder McDonald thinks that his side have a chance to beat the Championship strugglers.
The 34-year-old insisted that they will go and play against Michael Carrick’s men under no pressure on Tuesday, with victory there for the taking.
“It will be a tough game make no mistake about it”, McDonald told Bradford City’s in-house media about facing Middlesbrough.
“And we will go there and do what needs to be done.
“Listen we have not got any pressure going into games like that.
“A League Two team against a Championship team who got the playoffs last year, albeit they are struggling just now.
“We’ll be there, we will turn up and we will do what we do.
“It’s there for us to be honest with you.
“It’s there for us to go through to the next round and we’ll give everything we can to do that.”
Losing to Bradford would be another big blow for Middlesbrough this season and Carrick will be desperate to avoid any slip-ups.