Yes, you can bake doughnuts instead of frying them for a healthier alternative. After shaping the doughnuts, place them on a baking sheet lined with parchment paper. Preheat your oven to 375°F (190°C) and bake the doughnuts for about 10-12 minutes or until they are golden brown. Keep in mind that baked doughnuts may have a slightly different texture compared to the fried ones.