Genetic data from extant donkeys (Equus asinus) have revealed two distinct mitochondrial DNA haplogroups, suggestive of two separate domestication events in northeast Africa about 5000 years ago. Without distinct phylogeographic structure in domestic donkey haplogroups and with little information on the genetic makeup of the ancestral African wild ass, however, it has been difficult to identify wild ancestors and geographical origins for the domestic mitochondrial clades. Our analysis of ancient archaeological and historic museum samples provides the first genetic information on the historic Nubian wild ass (Equus africanus africanus), Somali wild ass (Equus africanus somaliensis) and ancient donkey. The results demonstrate that the Nubian wild ass was an ancestor of the first donkey haplogroup. In contrast, the Somali wild ass has considerable mitochondrial divergence from the Nubian wild ass and domestic donkeys. These findings resolve the long-standing issue of the role of the Nubian wild ass in the domestication of the donkey, but raise new questions regarding the second ancestor for the donkey. Our results illustrate the complexity of animal domestication, and have conservation implications for critically endangered Nubian and Somali wild ass.