Lenham hit 52, his second half-century of the match, before being bowled by Richard Scott as the visitors ended the day on 169 for 6.
Earlier, Gloucestershire were dismissed for 221 in the 92nd over, losing their last five wickets for just 24 runs following the departure of their opener, Dean Hodgson, who struck a dozen fours in a watchful 82 which spanned four hours.
Donelan, a 24-year-old off-spinner whose career-best figures of 6 for 62 were achieved against the same opposition at Hove last season, claimed another half-dozen victims at a cost of 77 runs. He was aided by some excellent close fielding, especially from his captain, Alan Wells, who collected three slip catches.
The Sussex openers, David Smith and James Hall, added 56 runs to their side's first innings lead of 103, but four wickets then fell in quick succession before Lenham steadied the ship. Gloucestershire suffered a further blow when their strike bowler, Courtney Walsh, went off for treatment to a strained side in his seventh over.