Preheat your oven to 350°F (175°C) and grease your donut pan.
Combine melted butter, milk, and vanilla extract in a large mixing bowl.
In another bowl, whisk together sugar, baking powder, baking soda, and flour. Gradually add to wet ingredients.
Gently fold in blueberries into the batter.
Fill each cavity of your prepared donut pan about two-thirds full with batter.
Bake for about 25 minutes or until a toothpick comes out clean.
Prepare the glaze by mixing powdered sugar with milk and vanilla until smooth.
Dip each donut into the glaze and allow excess to drip off before placing them back on the rack.