The chemical composition of donkey and sheep milk showed significant differences, with donkey milk containing less fat and protein and a higher level of lactose, while sheep milk had more dry matter and a higher proportion of casein and saturated, unsaturated, monounsaturated, and polyunsaturated fatty acids. This study investigated the biological effects of in vitro-digested donkey and sheep milk, and their blends at different ratios, on differentiated human intestinal Caco-2 cells. Gene expression analysis showed that treatment with digested donkey milk (100%) significantly altered the expression of the autophagy-related gene (SQSTM1), tight junction (CLDN4), and innate defense genes (DEFB1, MUC2, and MUC5), showing a non-cytotoxic response and a profile consistent with a barrier-related transcriptional response. In contrast, sheep milk (100%) and certain milk blends (70% and 50% sheep’s milk) down-regulated genes involved in the autophagy process (ULK1, AMBRA, BECN1, ATG5, GABARAP, and SQSTM1), tight junction genes (OCLN and CDH1), and innate defense genes (DEFB1 and MUC2), suggesting a distinct epithelial response that warrants further confirmation. Metabolomic profiling revealed clear compositional and functional distinctions among the digested milks, identifying 166 metabolites that were differentially regulated (136 compounds were down-regulated and 30 up-regulated). Donkey milk digestion yielded a metabolite profile enriched in polar peptides and compounds with reported antioxidant associations, whereas sheep milk digestion showed a different pattern dominated by hydrophobic peptides and lipid-related metabolites. These findings indicate that, under the tested in vitro conditions, donkey milk digestion is associated with gene expression and metabolomic patterns consistent with epithelial barrier support.