The insurgents, wearing camouflage uniforms and armed with baseball bats and knives, occupied the interior of the building, preventing anyone from entering, an AFP journalist at the scene said.
Most wore a red armband bearing the name of the pro-Russian group Oplot (Bastion).
They were not carrying visible firearms, but militants carried several heavy bags inside the building and refused to answer reporters' questions.
The insurgents covered the trident, Ukraine's national symbol, adorning the entrance with a sticker bearing the name of the self-proclaimed "Donetsk Republic."
"The Russian channels tell the truth. We demand to have channels in Donetsk that tell the truth," he added.
The station headquarters will be guarded "day and night," added the separatist.
Russian TV channels are banned in Ukraine, where the authorities accuse them of spreading propaganda.
The station's chief later spoke to the several international reporters gathered outside the building.
"Our channels have not yet changed," Oleg Djolos said.
"Our journalists and staff are of course worried but the men who have taken control of our station have pledged to guarantee our safety," he added.
Asked about this, Djolos said: "You will have to ask them. They are Ukrainian policemen."
The officers declined to comment to reporters.
"We will come to work at the normal time tomorrow," the director said.
"We are a regional Ukrainian television station. We are not a broadcasting centre. The decision to broadcast one channel or the other is not taken at our level.
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