The task of executions is the latest in a series of allegations of war crimes against Russia since the country launched its large-scale invasion of Ukraine in early 2022.
According to Ukraine's Prosecutor General, four military personnel from the National Guard were captured by Russia on October 6 near the city of Selydove in Donetsk, where Russian forces advanced.
"The next day, the defense forces regained their lost positions and found the bodies of the killed Ukrainian soldiers during a search operation", the Prosecutor General states in a statement.
Moscow has not commented on the allegations, which initially could not be verified.
Recently, Ukrainian authorities reported that Russian forces have killed over 100 prisoners of war in Russian custody.
Both parties have previously accused each other of executing prisoners of war.
The UN has documented several violations of international humanitarian law against prisoners of war, including executions of both Russian and Ukrainian prisoners.