If you don't have a donut pan, you can place your cut dough onto a small baking sheet that will fit into your air fryer. If your air fryer has a small slotted basket like this one, you can place the dough directly on the rack but be sure to spray it with nonstick spray first. The donuts fried up just as good for me on a baking sheet in comparison to the donuts that I fried in the donut pan. The donuts that were fried in the donut pan did retain their shape slightly better.