MOSCOW—Ukrainian government troops were on high alert Saturday, anticipating further attacks after one of the bloodiest days of conflict since last month's cease-fire, with neither Kiev nor pro-Russia separatists showing signs of backing down.

Fighting continued near the eastern cities of Donetsk and Luhansk, epicenters of Kiev's antiterrorist operation, causing five deaths and 27 injuries among government troops, Russian news agency Interfax cited Ukraine's Security and Defense Council as saying at a news briefing in Kiev....