We look for differential equations satisfied by the generalized Jacobi polynomials { P n α , β , M , N ( x ) } n = 0 ∞ \{ P_n^{\alpha ,\beta ,M,N}(x)\} _{n = 0}^\infty which are orthogonal on the interval [ − 1 , 1 ] [- 1,1] with respect to the weight function \[ Γ ( α + β + 2 ) 2 α + β + 1 Γ ( α + 1 ) Γ ( β + 1 ) ( 1 − x ) α ( 1 + x ) β + M δ ( x + 1 ) + N δ ( x − 1 ) , \frac {{\Gamma (\alpha + \beta + 2)}}{{{2^{\alpha + \beta + 1}}\Gamma (\alpha + 1)\Gamma (\beta + 1)}}{(1 - x)^\alpha }{(1 + x)^\beta } + M\delta (x + 1) + N\delta (x - 1), \] where α > − 1 \alpha > - 1 , β > − 1 \beta > - 1 , M ≥ 0 M \geq 0 , and N ≥ 0 N \geq 0 . In the special case that β = α \beta = \alpha and N = M N = M we find all differential equations of the form \[ ∑ i = 0 ∞ c i ( x ) y ( i ) ( x ) = 0 , y ( x ) = P n α , α , M , M ( x ) , \sum \limits _{i = 0}^\infty {{c_i}(x){y^{(i)}}(x) = 0,\quad y(x) = P_n^{\alpha ,\alpha ,M,M}(x),} \] where the coefficients { c i ( x ) } i = 1 ∞ \{ {c_i}(x)\} _{i = 1}^\infty are independent of the degree n. We show that if M > 0 M > 0 only for nonnegative integer values of α \alpha there exists exactly one differential equation which is of finite order 2 α + 4 2\alpha + 4 . By using quadratic transformations we also obtain differential equations for the polynomials { P n α , ± 1 / 2 , 0 , N ( x ) } n = 0 ∞ \{ P_n^{\alpha , \pm 1/2,0,N}(x)\} _{n = 0}^\infty for all α > − 1 \alpha > - 1 and N ≥ 0 N \geq 0 .