The explosion occurred when 32 miners were working underground. Rescue crews found one dead miner and 18 were injured, including four who were hospitalized with serious burns.
The other miners in the shaft were brought to the surface or escaped on their own.
Since the 1991 Soviet collapse, nearly 4,300 miners have died in Ukrainian coal mines.
High levels of methane gas, poor safety standards, negligence and old equipment are behind the fatalities. Over 75% of Ukraine's 200 coal mines are classified as dangerous.
In July, a methane explosion in the same Donetsk region killed 31 miners in the country's worst mine accident this year.