The composition and digestion characteristics of proteins in donkeys’ milk and mares’ milk were investigated by sodium dodecyl sulfate polyacrylamide gel electropheresis (SDS-PAGE) analysis. The results showed that the digestibility of casein in donkeys’ milk and mares’ milk was 97.9% and 96.7% respectively after digestion in simulated gastric juice for 120 min, and was 98.6% and 97.7% respectively after digestion in simulated intestinal juice for 30 min. It took 30 min to almost completely digest proteins in both milks in simulated gastrointestinal juice, and mares’ milk proteins were easier to digest than donkeys’ milk proteins. Taken together, it was found that donkeys’ milk and mares’ milk proteins were mainly digested in simulated intestinal juice rather than simulated gastric juice and the latter was more digestible than the former.