The Grammy-winning singer and his partner Daniella Karagach hit the ballroom floor to dance the rumba to "Nobody Knows" by the Tony Rich Project, which Nelly, 46, revealed was one of his sister's favorite songs. Donahue died in 2005 after being diagnosed with leukemia. She was 31.
"My sister Jackie was very special to me — she was my big sister, so she definitely acted like it," he said in a video package that aired during the show prior to his performance. "She was a real tough cookie, such a loving and caring person, [and] she was the caption of the ship up until she was no longer able to be it."
Of Donahue's diagnosis with leukemia in 2001, he admitted, "When it literally hits home, it's a little different feeling."
Eric McCandless via Getty Nelly on Dancing with the Stars
At the time, Donahue required a bone marrow transplant but couldn't find a donor, so the family started a foundation, Jes Us 4 Jackie, to help. Though they weren't able to find one for Donahue, the organization was able to locate donors for seven other people and "helped save somebody else's sister," Nelly said.
"We were trying to get as many people signed up on the bone marrow stem cell registry as possible, but it wasn't enough and we couldn't find one," he said. "And she passed in 2005."
"That was one of the worst days of my life," the singer continued. "Before she passed, she was worried about what was going to happen to her kids. I was like, 'Don't worry about them — they're going to be taken care of.' It was a whole family effort as far as making sure her kids had everything they needed."
Diane L Wilson/AP/Shutterstock Nelly with his sister, Jackie Donahue
He also said Donahue would have gotten a kick out of his performances on the dance competition show. "She would definitely have a chuckle about me dancing," he said. "Dancing to one of Jackie's favorite songs is dope. I miss Jackie an awful lot, I miss Jackie every day."
Following the emotional clip and performance, DWTS judge Derek Hough thanked Nelly for telling his sister's story.
"Something I love about this show is sometimes… there's moments like that that kind of just transcend everything else," Hough said. "I appreciate you sharing that story with us."
Dancing with the Stars airs Mondays (8 p.m. ET) on ABC.