Donkey milk is considered a potential substitute to human milk for infants affected by cows’ milk protein allergy. With the aim to widen our knowledge on this valuable food, we explored the compositional characteristics of Sardinian donkey milk. Donkey milk showed a low lipid content and high lysozyme levels compared to human milk, and a bacterial count below the recommended threshold. Hydrophilic compounds such as amino acids, organic acids and mono and disaccharides, were analyzed by GC-MS for donkey milk, formula milk and human milk. Results of the multivariate statistical analysis indicated that the metabolite profile of donkey milk is more similar to human milk than cow milk based formulae, the latter being richer in sugars and lower in amino acids. Moreover, modifications of human milk and donkey milk metabolite profiles during lactation time were studied. An increase of protein levels was observed in donkey milk, while in human milk pyroglutamic acid and myo-inositol levels increased and decreased, respectively.