Donbass Arena, the home of Ukrainian team Shakhtar Donetsk, has been damaged by shelling.
The club said two "powerful explosions" had rocked the stadium early this morning, but there are no casualties among stadium staff.
The ground hosted England's match with Ukraine in the 2012 European Championships.
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British Airways said it was taking the matter "extremely seriously" and is assisting police with their enquiries.
The rest of this weekend will see further spells of rain or snow across the UK. Icy roads expected