The players - Alex Teixeira, Fred, Dentinho, Douglas Costa, Facundo Ferreyra and Ismaily - decided against flying back to Ukraine following Saturday's friendly against Lyon in France because of concerns over the conflict which is raging in the region.
Donetsk is currently controlled by pro-Russian rebels, with the Ukrainian army attempting to regain control of the city. As a result Shakhtar are not allowed to play matches at their home stadium at present.
Yet club president Rinat Akhmetov insists the six absentees have nothing to fear other than a club punishment if they fail to return to the country.
He told the club's website: "Players have contracts that they have to abide by. If they do not come, I think, they will be the first to suffer.
"Each of them has a minimum release clause, which is tens of millions of euros. If someone wants to reduce this amount by a million, then such a decision is our right. There won't be a clearance sale!
"Hopefully, the mind and heart will prevail over misunderstanding, and the players will not follow temptation and fear. Especially since there is nothing to fear.
"We are ready to provide security. We will not take risks and in any case we won't bring players to dangerous places."
The Ukrainian Football Federation has yet to decide where Shakhtar will play their home matches, with the new season to begin this weekend.