Different nutritional components are able, by modulating mitochondrial function and gut microbiota composition, to influence body composition, metabolic homeostasis and inflammatory state. In this study, we aimed to evaluate the effects produced by the supplementation of different milks on energy balance, inflammatory state, oxidative stress and antioxidant/detoxifying enzyme activities and to investigate the role of the mitochondrial efficiency and the gut microbiota in the regulation of metabolic functions in an animal model. We compared the intake of human milk, gold standard for infant nutrition, with equicaloric supplementation of donkey milk, the best substitute for newborns due to its nutritional properties, and cow milk, the primary marketed product. The results showed a hypolipidemic effect produced by donkey and human milk intake in parallel with enhanced mitochondrial activity/proton leakage. Reduced mitochondrial energy efficiency and proinflammatory signals (tumor necrosis factor α, interleukin-1 and lipopolysaccharide levels) were associated with a significant increase of antioxidants (total thiols) and detoxifying enzyme activities (glutathione-S-transferase, NADH quinone oxidoreductase) in donkey- and human milk-treated animals. The beneficial effects were attributable, at least in part, to the activation of the nuclear factor erythroid-2-related factor-2 pathway. Moreover, the metabolic benefits induced by human and donkey milk may be related to the modulation of gut microbiota. In fact, milk treatments uniquely affected the proportions of bacterial phyla and genera, and we hypothesized that the increased concentration of fecal butyrate in human and donkey milk-treated rats was related to the improved lipid and glucose metabolism and detoxifying activities.