- Has studied martial arts for over twenty years and has a black belt in Shotokan karate. Has six years of experience in Brazilian jujitsu and Aikido, and is a certified SCUBA diver.
- Currently lives in Denver, Colorado.
- Raised in Amesbury, Massachusetts in a poor family, Donovan graduated from Amesbury High School. He later attended the University of Massachusetts-Amherst and Bridgewater State College, also in Massachusetts. He graduated from New York University's Graduate Acting Program, where he received an MFA.
- Jeffrey and his wife, Michelle Woods, have three children.
- He has portrayed both John F. Kennedy and Robert F. Kennedy.
- He has Irish, Scottish, and French-Canadian ancestry. His maternal grandparents were born in Canada; his grandfather was from Prince Edward Island, and his grandmother was from Tracadie, New Brunswick.
- Played "Michael Westen" on Burn Notice (2007), performed with actor Michael Weston in Final Draft (2003).
- Donovan's uncle, Don Matthews (the brother of Jeffrey's mother, Nancy Matthews Donovan), worked as a coach in the CFL (Canadian Football League).
- A big fan of the Boston Red Sox.
- He has played the same character (Detective Frank Cosgrove) in three different series: Law & Order (1990), Law & Order: Special Victims Unit (1999) and Law & Order: Organized Crime (2021).
- In Amesbury, Massachusetts receiving an award at his former high school, Amesbury High. (May 2009)
- He is a lifelong Democrat.
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