That's according to the Russian-appointed head of the region, who said 25 people were also injured.
The city's Russian-installed mayor said Ukrainian forces bombarded a busy area with shops and a market.
This man said he got a call on his wife's phone, alerting him that she had died.
He says she traded here.
There was no immediate Ukrainian comment on the shelling.
Russia called the attack a quote, "barbaric act of terrorism."
It has been almost two years since Russia launched a full-scale invasion of Ukraine.
Its own campaign of air strikes and heavy shelling has killed thousands of Ukrainian civilians.
Donetsk is one of four regions in Ukraine's east and south that Moscow claimed to have annexed in 2022.
The move was condemned as illegal by most countries at the U.N. General Assembly.
Russia does not have full control over any of the regions.
