Donkey milk is an ideal substitute for human milk owing to its similar composition. Nevertheless, changes in the composition and related metabolic pathways of free fatty acids (FFA) in donkey milk between colostrum and mature milk have not been studied well. In this study, metabolomic methods based on gas chromatography tandem time-of-flight mass spectrometry (GC-TOF-MS) were used to explore and compare FFA in donkey colostrum (DC) and mature milk (DMM). A total of 24 FFA were characterized and quantified in DC and in DMM. Of these, 11 FFA differed significantly between DC and DMM, and there were 6 key differential metabolic pathways. These results demonstrated that the composition of FFA in donkey milk changed with lactation stage. The interactions and metabolic pathways were further analyzed to explore the mechanisms that altered the milk composition during lactation. Our results provide insights into the changes in milk of the nonruminant mammals during lactation. The results provide practical information for the development of donkey milk products and a foundation for future research on specific milk nutrients.