Answer by taking a quote from the following article:

Of Irish descent, Donovan was born in Buffalo, New York, to Anna Letitia "Tish" Donovan (nee Lennon) and Timothy P. Donovan, both American-born children of Irish immigrants. The Lennons were from Ulster, the Donovans from County Cork. Donovan's grandfather Timothy O'Donovan (Sr.) was from the town of Skibbereen; raised by an uncle who was a parish priest, he married Donovan's grandmother Mary Mahoney, who belonged to a propertied family of substantial means that disapproved of him.

During World War I, Major Donovan led the 1st battalion, 165th Regiment of the 42nd Division. Serving in France, he suffered a shrapnel wound in one leg and was almost blinded by gas. After performing a rescue under fire, he was offered the Croix de Guerre, but turned it down because a Jewish soldier who had taken part in the rescue had not also been awarded the honor. When this insult was corrected, Donovan accepted the distinction. He also was awarded the Distinguished Service Cross for leading an assault during the Aisne-Marne campaign, in which hundreds of members of his regiment died, including his acting adjutant, the poet Joyce Kilmer. The events of this Battle and the 69th Infantry Regiment were dramatised in the James Cagney movie, "The Fighting 69th".  Donovan's remarkable level of endurance, which far exceeded that of the much younger soldiers under his command, led those men to give him the nickname "Wild Bill", which stuck with him for the rest of his life. Although he "professed annoyance with the nickname," his wife "knew that deep down he loved it."  Appointed chief of staff of the 165th Regiment, Donovan fought in another battle that took place near Landres-et-Saint-Georges on October 14-15, 1918. Going into battle, Donovan "ignored the officers' custom of covering or stripping off insignia of rank (targets for snipers) and instead sallied forth wearing his medals", according to Evan Thomas. "They can't hit me and they won't hit you!" he told his men. Struck in the knee by a bullet, he "refused to be evacuated and continued to direct his men until even American tanks were turning back under withering German fire." After lobbying by his friend Father Francis Duffy, a famous and widely revered Army chaplain, Donovan was awarded an Oak Leaf Cluster of the Distinguished Service Cross (i.e., a second DSC) for his service in that battle. After the Armistice, Donovan remained in Europe as part of the occupation. On returning to New York in April 1919, Donovan, now a colonel, was widely discussed as a possible candidate for governor, but he rejected the idea, proclaiming his intention to return to Buffalo and resume the practice of law.

Was he proud of his role in the armed services?
He also was awarded the Distinguished Service Cross for leading an assault during the Aisne-Marne campaign,