Donkeys transformed human history as essential beasts of burden for long-distance movement, especially across semi-arid and upland environments. They remain insufficiently studied despite globally expanding and providing key support to low- to middle-income communities. To elucidate their domestication history, we constructed a comprehensive genome panel of 207 modern and 31 ancient donkeys, as well as 15 wild equids. We found a strong phylogeographic structure in modern donkeys that supports a single domestication in Africa ~5000 BCE, followed by further expansions in this continent and Eurasia and ultimately returning to Africa. We uncover a previously unknown genetic lineage in the Levant ~200 BCE, which contributed increasing ancestry toward Asia. Donkey management involved inbreeding and the production of giant bloodlines at a time when mules were essential to the Roman economy and military.