Yawning is often a sign of relaxation in horses and donkeys and is particularly prevalent after large bouts of exercise where they are relieving the tension that has built up in their muscles. It will also often occur after sessions of physiotherapy or massage, as a response to the reduction in pain that the horse feels. Some veterinarians believe it may also be a horses way of relieving pain, in particular abdominal pain such as that from colic. While this could be a perfectly normal behavior, if your burro has not been subject to any of the above activities it would be worth having her checked out by your vet.