Preheat your oven to 350°F (175°C) and grease your donut pan with non-stick spray or oil.
In a medium bowl, whisk together the flour, sugar, baking powder, cinnamon, nutmeg, and salt until fully combined.
In a separate bowl, mix the pumpkin puree, eggs, milk, and vanilla until smooth.
Gradually add the wet ingredients to the dry mixture, stirring gently until just combined. Do not overmix—lumps are okay!
Using a piping bag or a spoon, fill each donut cavity about ¾ full to allow room for rising.
Bake for 15-18 minutes, or until a toothpick inserted into the center comes out clean.
Once done, allow donuts to cool in the pan for about 5 minutes before transferring them to a wire rack.
Optional: Glaze with a simple icing made from powdered sugar and milk or top with your favorite frosting.