Flight Crew Multiengine; Flight Crew Instrument; Flight Crew Air Transport Pilot (ATP)
Confusion; Communication Breakdown
ATC Issue All Types; Deviation - Track / Heading All Types; Deviation / Discrepancy - Procedural Clearance; Deviation / Discrepancy - Procedural Published Material / Policy
Air Traffic Control Issued New Clearance; Air Traffic Control Provided Assistance; Flight Crew Requested ATC Assistance / Clarification
Human Factors; Procedure; Environment - Non Weather Related; Airspace Structure
Approaching SJU airspace; SJU Approach rerouted us.  First fix of new route was DONQU and we were cleared direct to that fix.  We made error in understanding that fix; and we thought we were cleared direct to DONKE which was a fix on our original flight plan.  A few minutes later the Controller called and asked us if we were direct to DONQU.  We told him that we were direct to DONKE and he corrected us and told us to proceed direct to DONQU.  We proceeded to that fix with no further issues. I suggest changing name of one of those fixes.  They are both in same vicinity and sound similar.
Air carrier Captain reported a track heading deviation during approach to SJU airport.  Captain stated they were confused over similar sounding intersections DONQU and DONKE.