Meanwhile in Luhansk, also in the east of the country, protesters broke into the headquarters of Ukraine's security agency, the SBU.
In Donetsk, some 2,000 protesters rallied outside the regional administration building earlier on April 6, before a group of protesters broke into the building and raised the Russian flag.
Pro-Russian rallies were also held in Kharkiv, yet another eastern city.
Protesters called for an independence referendum like the one that led to the annexation of Ukraine's Crimea by Russia last month.
Ukraine's mainly Russian-speaking southern and eastern regions have been hit by waves of protests following the ouster of Moscow-backed President Viktor Yanukovych in February.
The protests come with Russian troops massed near Ukraine's eastern border.