Preheat and prep. Preheat your air fryer to 330°F (165°C) for 3–5 minutes. Lightly spray silicone donut molds or a small donut pan that fits your air fryer basket. If you don’t have molds, you can pipe rounds onto parchment with a hole in the center, but molds give the best shape.

Mix the dry ingredients. In a medium bowl, whisk flour, baking powder, baking soda, salt, and pumpkin pie spice until evenly combined.

Mix the wet ingredients. In a large bowl, whisk melted butter, granulated sugar, and brown sugar until smooth. Add the egg, pumpkin puree, milk, and vanilla. Whisk until just combined.

Bring it together. Add the dry ingredients to the wet. Stir with a spatula until no dry streaks remain. The batter should be thick but scoopable. Avoid overmixing to keep the donuts tender.

Fill the molds. Spoon or pipe the batter into the prepared molds, filling each about 3/4 full. Smooth the tops with a damp finger if needed for even cooking.

Air fry the first batch. Place the molds in the preheated air fryer. Cook at 330°F (165°C) for 8–10 minutes, until the tops spring back when lightly pressed and a toothpick comes out clean. Time can vary by air fryer, so start checking at 8 minutes.

Cool briefly. Let donuts cool in the molds for 3–4 minutes, then gently pop them out and place on a wire rack. Repeat with remaining batter as needed.

Choose your finish. For a cinnamon-sugar coating, lightly brush warm donuts with melted butter and toss in cinnamon sugar. For a maple glaze, whisk powdered sugar, milk, maple syrup, and a pinch of salt until smooth, then dip cooled donuts and let set.

Serve warm. These are best enjoyed slightly warm when the texture is at its peak and the spices are most fragrant.