Could be, even though, usually the word donkey it is associated with stubbornness; there is a Greek expression "Îνας γάιδαÏος βÏÎχεται" (Ι.ε. είναι απÏόσβλητος ή αναίσθητος)- unaffected or insensitive but it's not used in this sentence. Unfortunately we don't know the context to have a clear picture.