Ferreira and Brazilian team mate Fred were among six South Americans who stayed in France after a friendly against Olympique Lyon on Saturday after a Malaysian Airlines plane was shot down last week by missiles in eastern Ukraine, killing all 298 people on board.
Ferreira and Fred were joined by Brazilians Douglas Costa, Alex Teixeira, Dentinho and Ismaily in refusing to go back.
The Ukrainian champions have since moved their headquarters from the strife-torn city of Donetsk to Kiev, with home games to be played in the Western city of Lviv.
"Following Fred, Facundo Ferreira has returned to Shakhtar’s headquarters. Both players are already preparing for the first match of the 2014-15 season," the club said in a statement late on Thursday.
"We remind you that in the coming days Ismaily is expected to arrive."
The absence of the players did not prevent Shakhtar winning the Ukrainian Super Cup on Tuesday.
Shakhtar begin the defence of their domestic league title on Sunday against Metalurg Zaporizhya.
(Reporting by Igor Nitsak. Editing by Patrick Johnston)
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