In 2003, Srna was sold, along with Stipe Pletikosa to Shakhtar Donetsk. He is a common member and the captain in his club side, for whom he has made a large impact in the league.
After the 2006 World Cup, Benfica were reported to be after the player's signature but nothing materialized, with what many considered a fallen or rejected sale. Since then, he has been linked with a number of other clubs, including S.S. Lazio.
On 20 May 2009, Srna won the UEFA Cup as captain of Shakhtar. Srna provided the assist for Jádson's winning goal seven minutes into extra time. This was the last UEFA Cup before the change to the Europa League.
Srna was named in the UEFA Champions League Team Of The Year according to player rater (statistics) in the 2010–2011 season where Shakhtar lost in the quarter-final to Barcelona. Srna gave 5 assists in 5 games