A CNN team saw two new checkpoints manned by members of the Vostok Battalion being established on the eastern outskirts of town.
Another roadblock close to the airport, where there were heavy clashes earlier in the week, has been reinforced.
The separatist unrest that has gripped Ukraine in recent weeks has been centered in the eastern regions of Donetsk and Luhansk.
The Vostok Battalion is largely made up of Russians who have arrived in Donetsk in the past week.
Local pro-Russian separatists say they have joined forces with the Battalion, and some are wearing its insignia.
One of the separatists, who gave his name as Dimitri Alexevich and who was in charge of a checkpoint on the highway south to Mariupol, said they were coordinating with the Battalion and were confident they could turn back any attempt by the Ukrainian military to advance into the city.
A pro-Russian rally in the center of Donetsk was attended by about 1,000 people Saturday.
It featured speeches from two of the main pro-Russian political leaders in the region, Denis Pushilin and Alexander Borodai.
In a CNN interview, Borodai, Prime Minister of the self-declared Donetsk People's Republic, said he expected more Russians to come into Ukraine to support the separatists.
He also said there had been an approach from people associated with the President-elect, Petro Poroschenko, and he was waiting to see what they might propose in terms of a negotiated settlement.
But he said the goal remained federation with Russia.
While Donetsk was quiet Saturday, a Ukrainian Anti-Terrorist Operation spokesman told the state news agency Ukrinform that paratroopers twice repelled attacks on the airport by pro-Russian separatists around dawn.
CNN cannot confirm that the attacks took place, but local residents quoted on social media spoke of hearing exchanges of fire at the time.
CNN saw Ukrainian military convoys on the main road approaching Donetsk from the west Friday and Saturday.
They were small detachments towing anti-aircraft guns; their destination was unknown.
Meanwhile, eight international monitors representing the Organization for Security and Co-operation in Europe and a translator are still missing.
They were part of a monitoring mission in the eastern part of the country and have been missing since Monday, deputy spokeswoman Natacha Rajakovic confirmed Saturday.
Four of the monitors are believed to be detained by pro-Russian separatists in the city of Slavyansk.
The other four monitors and a translator are part of the organization's Luhansk-based team.
After violence earlier in the week in which several civilians were killed, as well as at least 30 pro-Russian militia members at the airport, many stores in Donetsk have closed, and some have been boarded up.
Some families also sent their children to relatives elsewhere in Ukraine after the end of the school year Friday.
Source: CNN News