To date, no selective actions have been taken to improve milk traits in dairy donkeys, and the characteristics of the udder are not well defined in relation to the productive characteristics. This study aimed at increasing knowledge on Amiata dairy donkey body conformation, udder traits, and their relationship with milk yield and quality. Morphological, udder, and teat measurements and milk evaluations of 45 pluriparous jennies were carried out. The average wither height of the jennies was 126 cm and the chest girth was 148 cm; a large standard deviation of some body measurements was found. Forty-nine percent of the animals showed a moderately developed udder, while most of the jennies had symmetrical half-udders (96%) and the intermammary cleft was clearly visible in 53% of subjects. Correlation analysis indicated that bigger animals tend to have bigger udders, higher teat diameter, and greater distance between teat tips. A positive correlation between the teat length and the milk fat was found (p < 0.01), which suggests that jennies with longer teats have a better ability to release milk fat. The results of this paper may be useful to define the characteristics of the milking device and address selective choices of the animals.