The Donskoy traces its beginnings to the southern Russian city of Rostov-on-Don, where in 1987 a local resident named Elena Kovaleva rescued a kitten she found being mistreated. The kitten, a female later named Varvara, gradually lost her coat as she matured. At first the hair loss was assumed to be the result of illness, and a series of treatments were attempted without success before it became clear that the baldness was simply part of who she was.
Varvara eventually produced litters in which some kittens were also hairless. Because the trait reappeared in her offspring, breeders concluded it was hereditary rather than a symptom of disease. A professional breeder named Irina Nemikina recognized the potential of these unusual cats and, in the early 1990s, began a deliberate program to establish a consistent and healthy type.
The breed was first known as the Don Sphynx, a name still used in several registries today. The modern name Donskoy references the Don River region from which the founding cats came. Over the following decade, careful outcrossing and selection produced a recognizable breed with a stable temperament, sound conformation, and the wrinkled, warm-to-the-touch skin that defines it.