I'm a Chihuahua mommy and I had a similar problem with my last male Chihuahua, Ricky. He did well on a leash for about 8 months, then he sat down and refused to get up. Period.
Because of his stubbornness, I decided to train him off leash. It ended up working working out well, and when I'm in too crowded or dangerous of a place... I would simply scoop him up and carry him until it was clear again. When walking in the big city, I would train him to stop at every corner, and if the street was busy and full of people, again I would scoop him up.
This worked out perfectly, but I had to train him. I would normally advise you to do this, but only you know your Chihuahua's true personality... and if he truly thinks he is a donkey, you might want to offer him some fresh cut grass and call a doggie therapist right away! I'm sure you meant 'donkey' as just a stubborn male Chihuahua... right?
Or course I currently have a female Chihuahua that loves to be on leash and feels more secure, so just make sure he has the right personality to be off leash trained. Check out the links under sources for enough information to get you started with off leash training... if your donkey is up to the challenge. You can also head over to PetsMart and pick up a book on clicker training that comes with a free clicker!(DM me if you have any other questions!) *check out Kiko in the video for a perfect off leash pup (she is 'clicker' trained) youtube.com/watch?v=ck7wmjrG6OY.
I had the same problem with Mr. Bean - I'd put the leash on him and he thought it was a snake and would freak out, or he'd pretend to be a marlin and jump into the air shaking his head all over the place (while entertaining the first time, it was not so nice to him). So, we got him a body harness with a retractable line. The body harness doesn't annoy him and the leash connects around his center instead of his neck which seemed to be cool to him.
And it just seems more humane. petsmart.com/product/index.jsp?productId... petsmart.com/product/index.jsp?productId... I hope this works for ya - if not, @bunnyphuphu's plan is pretty awesome. She know what she's talkin about!
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