A group of activists from the Ukrainian feminist group Femen were reported on Friday night to have been kidnapped by unknown men in the city of Donetsk, the venue for Ukraine's Euro 2012 match against France.

The women – Femen's leader Alexandra Shevchenko, Anna Bolshakova and Yana Zhdanova – arrived in the eastern city earlier on Friday.

They reported that a gang of about 15 men were following them. The women split up. Activists say they lost contact with Shevchenko at around 4pm, with all connections to Bolshakova and Zhdanova cut an hour later.

In a statement on its website Femen said the men had the appearance of members of "Ukraine's security forces or its spy agency". It described the Donbass region as an "autonomous bandit area" within Ukraine and said that the feminist organisation was "extremely concerned about the life and health" of its activists.

One leading activist, Anna Gutsol, told the Guardian: "Three of our members have disappeared. We don't know where they are." Gutsol said she suspected the men were linked to a powerful local oligarch.

Police in Donetsk denied any connection with the women's troubling disappearance. The activists have staged a series of protests against the football tournament, which Ukraine is co-hosting with Poland. The women – who often protest topless – argue that Euro 2012 will boost prostitution in the country's already rampant sex industry.

The activists have staged several stunts: on 21 May, Femen activists briefly grabbed the Euro 2012 championship trophy during its whistlestop tour of Ukrainian cities. Shevchenko managed to climb on stage in Dnipropetrovsk and took off her top, revealing the words "Fuck Euro 2012". Police dragged her into a van, and video shows her repeatedly screaming "Fuck Euro!"

This is not the first occasion that Femen supporters have allegedly been abducted.

Shevchenko and two colleagues were kidnapped and allegedly tortured last December after staging a topless protest in Belarus against the country's authoritarian president Alexander Lukashenko.

The women said that six men from Belarus's KGB spy agency seized them at a bus station in Minsk, and then drove them to a remote forest. The officers allegedly poured oil on them, threatening to set them on fire and cut off their hair, all the while videoing the ordeal. The women suffered cuts and bruises and were eventually left in the forest, it was reported.