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The trust placed the zebra at the Kenze Anti-Poaching Team's base in Chyulu National Park, where the animal surprised the team by giving birth to a foal.
It said team members noticed the foal was "suspiciously light on stripes and overwhelmingly tawny in color."
"At first, we thought that it had just been wallowing in the mud bath, but then the truth dawned on us: Our wayward zebra had given birth to a zonkey," the trust said.
The trust said zebras have a gestation period of 12 months, indicating the zebra must have had an encounter with an amorous donkey while spending time with the cattle herd outside of Tsavo East National Park.
Experts said it is "highly unusual" for a zonkey to be born to a wild zebra.