familiar term for an ass, 1785, also donky, donkie, originally slang or dialectal, of uncertain origin. Perhaps a diminutive from dun "dull gray-brown" (from Middle English donned, past participle of donnen "to lose color, fade, from Old English dunnian). Compare Dunning, name of a (dun) horse (mid-14c.), and see dun (adj.). The form perhaps was influenced by monkey.
Or perhaps it is from a familiar form of the proper name Duncan applied to an animal (compare dobbin). The older English word was ass (n.1). Applied to stupid, obstinate, or wrong-headed persons by 1840. In mechanics, used of small or supplementary apparatus from mid-19c. (donkey-engine, donkey-pump, etc.). Short form donk is by 1916.