The incident, in which two marked vehicles of the Organization for Security and Cooperation in Europe (OSCE) were badly damaged, highlighted the fragility of the truce struck this month in a conflict that has killed more than 3,000 people.
An OSCE statement said four shells had exploded about 200 metres away from a monitoring team that had gone to a Donetsk market place where there had been earlier reports of shelling.
After the team moved to another location, another mortar shell exploded close to where they were and the team pulled out of the area.
None of the OSCE team was injured, though the statement said the monitors had seen the body of a woman lying in the street in the market area.
"All six colleagues were able to get back to base but both vehicles were badly damaged," spokesman Michael Bociurkiw said. "We regard this as a very serious incident. It's the first time our vehicles have taken fire," he told Reuters.
Bociurkiw could not say who was responsible for the shelling and there was nothing to suggest the OSCE monitors had been deliberately targeted.
Late last month, government forces had been tightening their grip on rebel-held Donetsk, a major industrial hub with a pre-war population of about one million.
But government forces then suffered serious losses east of Donetsk and in the south-east in a development Kiev has ascribed to direct intervention by Russia in support of the rebels. The ceasefire deal was then negotiated by envoys from Ukraine, Russia, the separatists and the OSCE on Sept. 5.
Russia denies the accusations by Kiev and its Western backers that it has sent troops into Ukraine and that it has also been arming the rebels.