Horses and donkeys differ phenotypically and karyotypically, although they can interbreed freely. Eight Standardbred mares and nine Amiata donkey jennies were included in the study. Semen was collected from two horses and two donkey stallions of proven fertility. A first pregnancy diagnosis was performed on day 10 after ovulation and repeated every day until embryo detection or until day 16. Irrespectively of the sire species, pregnancy rates in horse females (20/30, 66.7%) were significantly higher than in donkey females (19/70, 27.1%) (p < 0.05), while horse and donkey males did not affect pregnancy rates. Comparing overall intraspecific and interspecific AI, pregnancy rates were 25/37 (67.6%) and 14/63 (22.2%), respectively (p = 0.0001). The lowest pregnancy rate was obtained when inseminating jennies with horse stallion semen (8/49, 16.3%). No statistical differences were found when comparing embryo diameters, day at first pregnancy diagnosis, or in vitro embryo morphological quality among groups. In this study, much poorer results were obtained with jennies than with mares. Interspecific AI resulted in lower pregnancy rates than intraspecific Al, and AI to produce hinny hybrids resulted in the lowest pregnancy rate. Further studies are required to better understand the mechanism involved in such different outcomes in relation to intra- and interspecific breeding in domestic equids.