The incident occurred in the city of Nikopol, about 240 kilometres from the separatist east of the country, during the trial of several men accused of killing two people in 2016, according to a statement from regional police.
During the hearing, the father of one of the victims pulled out and detonated two hand grenades, killing himself and a defendant.
A police spokesman said nine people were wounded, including the defendants, court personnel and guards.
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The victim's father was angered by the court's decision to postpone the hearing and launched the grenades.
The tragedy highlights the arms trafficking problem in Ukraine since the conflict between Russian-backed rebels and Kiev army erupted in April 2014 in the country's east and has since then killed more than 10,000 people.
In November, Kiev police said two men were detained after 6.5 kilogrammes of explosives were found hidden in a car that was parked near a shopping centre in a densely populated area on the outskirts of the Ukrainian capital.
Also this month, in the eastern war-torn Donetsk region police intercepted a car that was illegally carrying hundreds of cartridges and six hand grenades.
Security forces in southern Odessa region have also announced the arrest of a man suspected of trafficking weapons from the conflict zone.
