"Donetsk, Crimea, Russia," chanted the crowd massed in front of a towering statue of Lenin in the main square of the city, which has a Russian-speaking majority and was a former stronghold of deposed president Viktor Yanukovych.
The protest came as Crimeans were voting in a referendum on joining Russia that has fomented a Cold War-style security crisis on Europe's eastern frontier, AFP reported.
"If the Crimean people want to have a referendum and live independently, it's not a crime," Larisa, a woman in her 50s, said at the rally in Donetsk, which has been the scene of some of the worst violence in Ukraine since a popular uprising ousted pro-Kremlin Yanukovych last month.
Another demonstrator in the industrial city said all they wanted was the right to have their say.
"Twenty-seven million people in Ukraine consider (US President Barack) Obama to be a tyrant because he supports the new government in Kiev and doesn't let us have democracy," said Sergiy Yazhgunovich, a 30-year-old businessman.
"(Russian) President Vladimir Putin wants democracy, he wants a referendum."
Oleksandr, 56, admitted Donetsk might not follow in Crimea's footsteps "but we will need some kind of referendum to find out what people want."
"I wouldn't say that many people here would run towards Russia, but people want more independence, to have more rights," said the IT worker, who did not give his last name.
Ukraine's tinderbox east saw a return of deadly violence this week -- for the first time since Yanukovych's fall -- with two people, including a pro-Moscow supporter, killed in a clashes in Kharkiv on Friday, a day after a pro-Kiev supporter was stabbed to death in Donetsk.