Successful therapy in cow milk (CM) protein allergy rests upon completely eliminating CM proteins from the child's diet: it is thus necessary to provide a replacement food. Donkey milk (DM) has recently aroused scientific and clinical interest, above all among paediatric allergologists. A deeper knowledge of proteins in DM is necessary to evaluate the immunological and physiological properties of this natural substitute for cow's milk. The paper offers a detailed comparative analysis among the protein fractions of DM, CM and human milk, following an extensive proteomic study of the casein and whey proteins of DM performed by narrow pH range 2-DE. The detailed protein composition and structural features reported in this study provide insight into the molecular reasons for the hypoallergenicity of DM. Whole DM might constitute a valid substitute of CM in feeding children with CM protein allergy and it might also constitute the basis for formulas suitable for allergic subjects in the first year of life.