Spray a large bowl with nonstick spray. Set aside.
In the bowl of a stand mixer fitted with the dough hook attachment, whisk the warm milk and yeast together. Allow the mixture to rest for 5 minutes, or until the yeast begins to foam.
1 cup milk, 2¼ teaspoons active dry yeast
Add the egg, melted butter, and coffee extract. Mix until combined.
1 large egg, 2 tablespoons unsalted butter, 1 teaspoon coffee extract
With the mixer on low speed, slowly add the flour followed by the brown sugar.
2½ cups all-purpose flour, ¼ cup brown sugar
Turn the mixer to medium speed and knead the dough until it easily pulls away from the sides of the bowl, about 6-8 minutes. It should be smooth but pretty sticky.
Transfer the dough to the prepared bowl, flip the dough to coat all sides, cover it with a clean kitchen towel, and place it in a warm spot to rise until doubled in size, about 1 hour.
Once the dough has risen, preheat the air fryer to 400°F and transfer the dough to a lightly floured surface. Roll out the dough to ½-inch thick. Use round donut cutters to cut out the dough.
Spray the air fryer basket with nonstick spray.
Place the shaped donuts in a single layer, with space between each, in the air fryer basket. If there isn’t room for all of the donuts, cook them in batches.
Cook for 7 minutes, or until the donuts are golden brown. Transfer the cooked donuts to a cooling rack.
Let the donuts cool completely before icing.