Preheat the oven to 350 degrees and spray a doughnut pan with non-stick spray. Set aside.
In a medium bowl, whisk together cocoa, flour, baking soda and salt. Set aside.
In a stand mixer with a paddle attachment, mix butter and sugars together.
Add egg and vanilla extract. Mix until combined.
Add dry ingredients and mix until combined. Slowly stream in milk and mix until combined.
Use piping bag to pipe batter into doughnut pan. Fill each doughnut 2/3 of the way full.
Bake for 8-10 minutes. Let doughnuts cool in the pan.