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7 May 2014 Last updated at 08:26
The rebels, who had seized the building last week, reportedly left early on Wednesday. The reason is not clear.
Pro-Russia separatists have captured official buildings in dozens of towns in eastern Ukraine in recent weeks.
The government has accused Russia of helping the rebels and sent troops to restore Kiev's authority.
Kiev has rejected the pro-Russian activists' demands for greater autonomy for eastern regions, fearing they could lead to the break-up of the country or more regions being annexed.
Separatists in Donetsk have proclaimed a "People's Republic" and are preparing to hold an independence referendum on Sunday.
US Secretary of State John Kerry called the plan "contrived and bogus", and said the US rejected it as an "illegal effort to further divide Ukraine".