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."