Enterocytozoon bieneusi and Blastocystis may cause diarrhea in humans and various animals. However, little information is available regarding the prevalence and genetic diversity of E. bieneusi and Blastocystis in donkeys. To fill this gap, we molecularly assessed E. bieneusi and Blastocystis in fecal samples from donkeys (n = 815) in Shanxi Province, north China. The overall prevalence of E. bieneusi and Blastocystis in donkeys was 8.1% and 0.2%, respectively. Region and age were risk factors associated with E. bieneusi infection in donkeys. Three internal transcribed spacer (ITS) genotypes of E. bieneusi were identified in the current study, including two previously described genotypes (D and Henan-IV) and one novel genotype (named SXD1). Of which, genotype D was found to be the most prevalent. Phylogenetic analysis demonstrated that the three genotypes belonged to group 1, implying a potential of zoonotic transmission. Multilocus sequence typing showed that 19, 15, 13, and 22 types were identified at the loci MS1, MS3, MS4, and MS7, respectively, forming six multilocus genotypes (MLGs) distributed in the genotype D. One Blastocystis subtype (ST33) was identified, which has previously been reported only in horses. This is the first molecular-based description of E. bieneusi and Blastocystis infections in donkeys in Shanxi Province, north China, contributing to a better understanding of transmission dynamics and molecular epidemiological characteristics of the two intestinal protozoa.