In 1943 Arthur Freed, the producer of musical films at Metro Goldwyn Mayer, bought the film rights to Best Foot Forward and made a film version starring Lucille Ball and William Gaxton. Donen moved to Hollywood to audition for the film and signed a one-year contract with MGM. Donen appeared as a chorus dancer and was made assistant choreographer by Charles Walters. At MGM Donen renewed his friendship with Kelly, who was now a supporting actor in musicals. When Kelly was loaned to Columbia Pictures for a film, he was offered the chance to choreograph his own dance numbers and asked Donen to assist. Kelly stated: "Stanley needed a job. I needed someone to count for the cameraman, someone who knew the steps and could explain what I was going to do so the shot was set up correctly." Donen accepted and choreographed three dance sequences with Kelly in Cover Girl (1944). Donen came up with the idea for the "Alter Ego" dance sequence where Kelly's reflection jumps out of a shop window and dances with him. Director Charles Vidor insisted that the idea would never work, so Donen and Kelly directed the scene themselves and Donen spent over a year editing it. The film made Kelly a movie star and is considered by many film critics to be an important and innovative musical. Donen signed a one-year contract with Columbia and choreographed several films there, but returned to MGM the following year when Kelly wanted assistance on his next film.
In 1944, Donen and Kelly choreographed the musical Anchors Aweigh, released in 1945 and starring Kelly and Frank Sinatra. The film is best known for its groundbreaking scene in which Kelly dances with Jerry the Mouse from the Tom and Jerry cartoons. The animation was supervised by William Hanna and Joseph Barbera and is credited to the MGM animation producer Fred Quimby, but the idea for the scene was Donen's. Donen and Kelly originally wanted to use either Mickey Mouse or Donald Duck for the sequence and met with Walt Disney to discuss the project; Disney was working on a similar idea in The Three Caballeros (1944) and was unwilling to license one of his characters to MGM. The duo spent two months shooting Kelly dancing and Donen spent a year perfecting the scene frame by frame. According to Barbera "the net result at the preview of Anchors Away that I went to, blew the audience away".
While Kelly completed his service in the U.S. Naval Air Service as a photographer from 1944 to 1946, Donen did uncredited work as a choreographer on musical films. Of this period Donen said, "I practiced my craft, working with music, track and photography. I often directed the sequences. I always tried to have an original idea about how to do musical sequences." Donen stated that he was excused from military service as 4-F due to his high blood pressure. When Kelly returned to civilian life, he and Donen directed and choreographed Kelly's dance scenes in Living in a Big Way (1947). They then began work on an original story about two baseball players in the early 20th century who spend their off-season as vaudevillian song and dance men. This film would eventually become Take Me Out to the Ball Game (1949). Kelly and Donen hoped to co-direct the film, but Freed hired Busby Berkeley instead, and they only directed Kelly's dance numbers. The film starred Kelly, Frank Sinatra and Jules Munshin.