"Pass this on to all civilians, they should leave the centre of town, not come out of their apartments, and not go near the windows," Avakov announced to local residents to remain calm as special forces had begun to regroup.
Protestors also seized control of the mayor's office Sunday in Mariupol, another eastern Ukranian city.
A police station and a state security building were seized Saturday by armed men dressed in camouflage fatigues in Sloviansk, a town about 100 km north of regional capital Donetsk near the Russian border.
The armed men initially occupied the police station, where they seized at least 400 handguns and 20 automatic weapons.