To investigate the conservation and phylogenetic relationship with other breeds of the local Anhui Province Huaibei Grey donkey (HGD), the complete mitochondrial DNA (mtDNA) was sequenced and de novo assembled using deep sequencing data from total genomic DNA. The final size of mtDNA was 16 670 bp (NCBI submission number: MZ911746), including 22 tRNA genes, two rRNA genes, 13 protein-coding genes (PCGs), and one non-coding control region. The PCGs region consisted of 5 559 codons. Most of the PCGs had ATG and TAA as the start and stop codons, respectively. Then we analyzed the proximal part of the D-loop region (418 bp, between 15 419 bp to 15 836 bp) from HGDs, using DNAsp v6 software. We identified 23 polymorphic nucleotide sites and found that the A, C, G, and T bases comprised 30.4%, 34.9%, 13.1%, 21.6%, respectively, of the mtDNA D-loop sequence. The haplotype and nucleotide diversity were 0.87000 and 0.02115, correspondingly. Altogether, the 60 sequences displayed 11 different haplotypes, the most frequent haplotype was H9 (23.33%), followed by H4 (21.67%). MJ network analysis indicated that all haplotypes were clearly divided into Clade Ⅰ and Ⅱ lineages, which indicates that HGD may have two maternal lineages. Phylogeographic analysis indicates that the Somali lineage could be the most probable domestication center for HGD. Our study provides an empirical basis for the characterization, conservation, and management of HGD genetic resources.