Donkeys and mules are frequently kept as companion animals for horses and ponies, with these different equids often being considered a homogenous group. However, the extent to which domestic equids form inter-specific bonds and display similar social behaviour when living in a mixed herd has not previously been studied. Here we compare the social organization of these three (sub)species when housed together, providing the first systematic analysis of how genetic hybridization is expressed in the social behaviour of mules. A group of 16 mules, donkeys and ponies was observed for 70 h and preferred associates, dominance rank and the linearity of the group’s hierarchy was determined. The different equids formed distinct affiliative groups that were ordered in a linear hierarchy with ponies as the most dominant, mules in the middle ranks and donkeys in the lowest ranks. Within each equid subgroup, the strength of the hierarchy also varied. Thus in the present study, the three (sub)species displayed different social organization and levels of dominance and preferred to associate with animals of the same equid type, given the opportunity. These results suggest that different domestic equid (sub)species display variations in social behaviour that are likely to have a strong genetic basis.