"The Mission has no plans to withdraw/evacuate from Donetsk at this stage," the OSCE SMM tweeted.
The OSCE SMM considers the incident to be an attempt to intimidate its monitors into stopping any reports about developments in Donetsk.
"There are, it seems, some who would like the OSCE to stop reporting on what is going on in Donetsk. There are some who believe that violent attack on civilians and their property is a justifiable means to this end," the OSCE SMM wrote on Facebook.
The OSCE SMM says that it is the responsibility of those in effective control in Donetsk city to provide the SMM protection for its staff and property.
"The OSCE is reporting this violent attack on its civilian monitors in Donetsk just as it reports violent attacks affecting Ukrainian civilians in and around Donetsk, elsewhere in Donetsk oblast and in eastern Ukraine: objectively, impartially and promptly," it said.
Investigations into the incident are ongoing.
The OSCE SMM had earlier reported about an arson attack on its four cars in Donetsk in the early hours of Sunday.