Preheat: Preheat the oven to 350°F (175°C).
Mix Dry: In a large bowl, whisk together the flour, sugar, baking powder, baking soda, pumpkin pie spice, and salt.
Combine Wet: In a separate bowl, mix the pumpkin puree, milk, eggs, melted butter, and vanilla extract until smooth.
Blend: Pour the wet ingredients into the dry ingredients and gently stir until just combined.
Fill: Grease a donut pan and fill each cavity about two-thirds full with batter.
Bake: Bake for 12-15 minutes or until a toothpick inserted into the center comes out clean.
Cool: Allow the donuts to cool in the pan for a few minutes before transferring to a wire rack.
Serve: Enjoy warm or decorate as desired with glaze or icing.