The 25-year-old Brazilian, who joined Shakhtar in 2012, had been on loan at top-flight rivals Illichivets Mariupol until the end of the season.
"He was a talented footballer, (an) open and friendly guy," Shakhtar said in a statement.
"Maicon loved life and knew how to make it positive and bright. Tragic, untimely and absurd death took away a wonderful person from our ranks.
"It is a terrible bereavement for all of us. FC Shakhtar expresses condolences and sympathy to Maicon's family and friends. May he rest in peace."
After playing in the youth ranks at both Fluminense and Flamengo in his native Brazil, Maicon moved to Ukraine in 2009 to join Volyn Lutsk
He scored 37 goals in 65 appearances for Lutsk and also netted three goals in eight games on loan at Romanian side Steaua Bucharest before sealing a move to Ukrainian champions Shakhtar in 2012.
Maicon found his opportunities limited in Donetsk, however, and at the time of his death was on a season-long loan at fellow Ukrainian outfit Illichivets Mariupol.