Donald Vega was trained classically in piano in his native Nicaragua. He emigrated to the United States at age 14 and found a musical home with the Colburn School of Performing Arts (CSPA). He began his studies there in classical piano with Teresa de Jong Pombo and Dr. Louis Lepley. Vega began learning the language of jazz from mentor Billy Higgins at The World Stage and continued at CSPA with Jeffrey Lavner, then later with bassist John Clayton at the University of Southern California. During his time in Los Angeles Donald was mentored by and performed with the celebrated conguero Francisco Aguabella as well as notable bassist Al McKibbon. He went on to graduate from Manhattan School of Music and The Juilliard School where he studied with piano great Kenny Barron, Phil Markowitz and Gary Dial.