The period from late gestation to early lactation is characterized by changes in energy metabolism. The aim of the current study was to analyze the plasma total lipid fraction using gas chromatography (GC) analysis, in order to highlight metabolic changes from the pre-foaling to post-foaling periods. Eleven pluriparous dairy jennies (mean age of 11.88 ± 3.79 years) belonging to the Amiata donkey breed were enrolled. Blood sampling was performed at 15 days before foaling (T0), and 15 (T1), 30 (T2), 60 (T3), and 90 (T4) days after foaling, for biochemical and GC analysis. A total of 37 fatty acids were identified in plasma samples: 4 medium chain (MCFA), 24 long chain (LCFA), and 9 very-long chain (VLCFA) fatty acids. Among them, 20 fatty acids changed significantly, and two fatty acid showed a trend toward significance. Furthermore, the LCFA, saturated, unsaturated, monounsaturated, and polyunsaturated ω-3 fatty acids changed significantly during the study period. The main alterations were between T0 and the other time points and appeared to be related to lipid metabolism, cellular structure and function, and inflammatory and immune responses. Our findings reveal greater energy requirements at the end of gestation compared to early lactation in donkeys.