Organisms are organized into suites of anatomical structures that typically covary when developmentally or functionally related, and this morphological integration plays a determinant role in evolutionary processes. Artificial selection on domestic species causes strong morphological changes over short time spans, frequently resulting in a wide and exaggerated phenotypic diversity. This raises the question of whether integration constrains the morphological diversification of domestic species and how natural and artificial selection may impact integration patterns. Here, we study the morphological integration in the appendicular skeleton of domestic horses and donkeys, using three-dimensional geometric morphometrics on 75 skeletons. Our results indicate that a strong integration is inherited from developmental mechanisms which interact with functional factors. This strong integration reveals a specialization in the locomotion of domestic equids, partly for running abilities. We show that the integration is stronger in horses than in donkeys, probably because of a greater degree of specialization and predictability of their locomotion. Thus, the constraints imposed by integration are weak enough to allow important morphological changes and the phenotypic diversification of domestic species.