Preheat oven to 350 degrees Fahrenheit. Spray a donut pan well with non-stick cooking spray and set aside.
In a large bowl, whisk together the flour, cocoa powder, baking soda, and salt.
In a separate bowl, mix together the buttermilk, sugar, egg, butter, and vanilla until well combined.
Add the wet ingredients to the dry ingredients and mix until just combined.
Spoon the batter into the donut cavities making sure to only fill them about 2/3 - 3/4 of the way full.
Bake for 8-10 minutes or until a toothpick inserted into the donut comes out clean.
Remove from the oven and allow to cool for about 5 minutes in the pan. Remove donuts from the pan and transfer to a wire rack to cool.
To make the glaze
In a separate bowl, mix together the powdered sugar, cocoa powder, vanilla, and milk. If the glaze is too thick, slowly add one tablespoon of milk at a time until it has reached your desired consistency.
Dip the tops of the donuts into the glaze and transfer back to the wire rack to cool and allow the glaze to harden. Top with sprinkles if desired.
Donuts are best eaten the same day, but can be stored in an airtight container for 2-3 days.