Donkeys (Equus asinus) and their hybrids, particularly mules, represent globally significant equids whose immune systems remain underexplored compared to those of horses. This chapter synthesizes current knowledge on the genomic and functional foundations of donkey and mule immunity, integrating comparative, molecular, and evolutionary perspectives. Genomic studies reveal extensive immune gene expansion, signatures of positive selection, and regulatory roles for microRNAs, underscoring adaptive responses shaped by unique ecological and domestication histories. Diversity within the Major Histocompatibility Complex (MHC), along with species-specific polymorphisms in serum proteins and esterases, further highlights immunogenetic specialization. At the cellular and molecular levels, donkeys possess a complete complement of innate and adaptive immune mechanisms, encompassing granulocytes, monocytes, dendritic cells, interferons, natural killer cells, and lymphoid populations. Adaptive immunity features a structurally complex immunoglobulin locus, distinctive antibody repertoires, and functional T-cell subsets, including regulatory T cells and γδ T cells, with implications for disease resistance, vaccination, and maternal–neonatal immunity. Mules and hinnies, as genomic mosaics, present unique immunogenetic configurations that influence pathogen recognition and immune regulation. Finally, the chapter contextualizes donkey immune responses across the phases of activation, effector function, homeostasis, and memory, emphasizing the need for species-specific veterinary tools. Collectively, these insights position donkey and mule immunology as a critical frontier for advancing equid health, comparative immunology, and One Health frameworks.