The applicability of enzyme immunoassays (EIA) for aflatoxin M1 (AFM1), ochratoxin A (OTA) and zearalenone (ZEN) to analyse these toxins in donkey milk (Equus asinus) was studied. For AFM1 and OTA analysis, milk could be analysed by EIA without sample pretreatment. For ZEN, heat treatment at 78 °C for 30 min prior EIA analysis was required to avoid false positives. To include detection of phase II metabolites of ZEN, samples were additionally treated with glucuronidase/sulfatase for this EIA. Detection limits were 5 ng/kg (AFM1), 9 ng/kg (OTA) and 600 ng/kg (ZEN). All donkey milk samples were negative for all three toxins. Satisfactory quantitation was achieved for spiked samples. Analysis of some cereal-containing donkey feed components (pellets, oats) by EIA revealed absence of aflatoxin B1 (AFB1, < 3 μg/kg) and OTA (< 4 μg/kg), while ZEN was found in pellets (180 μg/kg) and in oats (7 μg/kg). This is the first one study on multitoxin determination in donkey milk by antibody-based test systems. In general, the results confirm that EIAs are convenient tools for mycotoxin detection in donkey milk. However, false-positive results may occur, possibly due to the high lysozyme content of donkey milk, which may exert inhibitory activity in some competitive EIA systems. Therefore, specific validation of each EIA for this specific matrix is required, and re-analysis after heat treatment of EIA-positive donkey milk is highly recommended.