The hugely successful performer said he was never involved in the boy band's dance moves but remembered a show in the 90s when Donald once mis-stepped and ended up with one of his fingers "pointing the other way", and the rest of the band had to carry on performing.
Speaking to Kate Thornton on White Wine Question Time, the singer-songwriter spoke about the importance of being able to "style it out" when things don't go how they expect it to – from onstage incidents like the dislocated finger, to pitching ideas for the Queen's jubilee celebrations.
WATCH: Gary Barlow chats about 'styling it out'
He said: "I think that's when the show starts, when you have to start turning things like that on. One of the big styling out moments I remember was from the 90s.
"I never used to get involved, it was possibly the reason they used to stick me in the middle.
"But we'd do this song where we'd split off and and Rob would throw Jason backwards, and he'd land on his feet. And this used to happen every night.
"On the other side, Mark used to throw Howard back. And this one particular night, Howard put his foot on Mark and he just slipped through. Howard flipped over and he stood up and one of his fingers was pointing the other way.
"So we're all at the front like [singing]: 'It only takes a minute girl...' Styling it out!"
He said Donald was taken backstage and given a towel to bite on while they put his finger back into place.
He continued: "Then all of a sudden we were singing and the lift brought Howard up and he had this massive thing [round his finger] and he was just smiling.
"I think they'd given him some gas and air and he was back on."
Barlow also revealed that he doesn't think Owen has ever forgiven himself for the incident. He said: "He's still apologising for it. You know Mark, he apologises for walking in the room!"
He also told the story of being at a planning meeting for the Queen's 2012 Diamond Jubilee celebrations, which he organised and where he performed with Cheryl and with the Military Wives Choir.
While he said he knew he was going to a meeting about organising the event, he didn't realise quite how many important people would be there, or that he would be speaking first at the meeting.
He said: "I knew it was to talk about the Diamond Jubilee but this is a table full of dignitaries, the culture secretary... proper grownups! And they had like prospectuses with them, not pieces of paper, [but] printed out and everything!
"Worse than that, the private secretary to the Queen, a lady called Sam, said: 'Right, let's start this and let's kick off with you Gary.' I was sat next to her so I was first!"
He said that, while he didn't have an idea what he was going to say when he started talking, the more he spoke the more ideas came to him and he drew from years of putting on concerts and performing.
He said he pointed out the window to show where on the Mall he thought the stage should be.
Barlow added: "One of the best things ever is, the weekend before that concert I was meeting [his wife] Dawn for dinner. I'd got a cab, and the cab came past the back of Buckingham Palace.
"And the guy said: 'Sorry, guv, I've got to go around the corner, some t**t's put a stage in the middle of the Mall.' I was ducking down in the back of the cab!"
Barlow's new album The Dream of Christmas is out now.
WATCH: Gary Barlow on daily FaceTimes with Elton John!