In this study, effects on the growth performance, nutrient digestibility, volatile fatty acids (VFA) production, and fecal microbiota of weaned donkeys were observed using different concentrate feeding sequences. Fifteen healthy 6-month-old weaned male donkeys with a body weight of 117.13 ± 10.60 kg were randomly divided into three treatment groups, including group C1 (roughage-then-concentrate), group C2 (concentrate-then-roughage), and group C3 (total mixed ration, TMR). The experiment lasted 35 d. We measured nutrient digestion by the acid-insoluble ash method and analyzed the fecal microbiota of the weaned donkeys by high-throughput sequencing of 16s rRNA genes in the V3-V4 region. The results show that group C3 obtained the best growth performance, and the digestibility of crude protein (CP) and crude extract (EE) was significantly higher than that of group C1 (p < 0.05). Acetic acid, isobutyric acid, valeric acid, isovaleric acid, and caproic acid were notably different among all groups (p < 0.05). In addition, we observed that Firmicutes and Bacteroidetes were dominant in the fecal microbes of each group, and Firmicutes was significantly higher in group C3 (p < 0.05). At the genus level, the different genera were Treponema, Rikenellaceae-RC9-gut-group, Unidentified-F082, and Bacteroidales-RF16-group (p < 0.05). The prediction of fecal microbiota function by PICRUSt indicated that different feeding sequences had minimal impact on the function of the fecal microbiota, particularly on the high-abundance pathway. In summary, the concentrate feeding sequence changed the composition of the fecal microbe of weaned donkeys.