It is one of the largest towns in the region to remain under Ukrainian control since war there began in 2014 and is likely to be a target of the anticipated Russian offensive.
Ukraine’s military operation in the region is headquarters at an airbase there.
Russian media immediately blamed Ukraine for the attack.
“All statements by representatives of the Kyiv nationalist regime about the ‘rocket attack’ allegedly carried out by Russia on April 8 at the railway station in the city of Kramatorsk are a provocation and are absolutely untrue,” the defence ministry said in a statement.
It said the Russian army did not have any firing missions in Kramatorsk planned for April 8.
“We emphasise that Tochka-U tactical missiles, fragments of which were found near the Kramatorsk railway station and published by eyewitnesses, are used only by the Ukrainian armed forces,” the ministry added.