The Collaborative International Dictionary of English v.0.48:

Dona \Do"[~n]a\, n. [Sp. do[~n]a. See Duenna.]
   1. Lady; mistress; madam; -- a title of respect used in
      Spain, prefixed to the Christian name of a lady.
      [1913 Webster]

   2. A lady or gentlewoman; -- used in Spanish-speaking
      countries.
      [PJC]