The role of equine piroplasmosis as a factor in the population decline of the Grevy's zebra is not known. We determined the prevalence of Babesia caballi and Theileria equi in cograzing Grevy's zebras (Equus grevyi) and donkeys (Equus africanus asinus) in northern Kenya and identified the associated tick vectors. Blood samples were taken from 71 donkeys and 16 Grevy's zebras from March to May 2011. A nested PCR reaction using 18s ribosomal (r)RNA primers on 87 blood spots showed 72% (51/71; 95% confidence interval [CI] 60.4–81.0%) of donkeys and 100% (16/16; 95% CI, 77.3–100%) of Grevy's zebras were T. equi positive. No samples were positive for B. caballi. Sequence comparison using the National Center for Biotechnology Information's basic local alignment search tool identified homologous 18s rRNA sequences with a global geographic spread. The T. equi-derived sequences were evaluated using Bayesian approaches with independent Metropolis-coupled Markov chain Monte Carlo runs. The sequences clustered with those found in Sudan, Croatia, Mongolia, and the US, with statistical support greater than 80% for the two main clades. Hyalomma tick species were found on both donkeys and Grevy's zebras, whereas Rhipicephalus pulchellus was found exclusively on Grevy's zebras and Hyalomma marginatum rupfipes on donkeys. The prevalence of T. equi was 100% in Grevy's zebras and 72% in donkeys with common tick vectors identified. Our results suggest that donkeys and Grevy's zebras can be asymptomatic carriers and that piroplasmosis is endemic in the study area.