* OSCE says it lost contact with four-strong team on Monday
* Denmark says believes separatists detained OSCE monitors
* Rebels held a group of military observers last month (Adds Danish statement, background)
VIENNA, May 27 (Reuters) - European security watchdog OSCE said on Tuesday it had lost contact with one of its teams of monitors near the city of Donetsk in eastern Ukraine, where pro-Russian militants are fighting Kiev government forces.
Denmark - which has one of its nationals among the four missing civilian observers - said it believed they were being held by armed separatists. An OSCE spokeswoman said the body did not yet know whether they had been detained.
The Ukrainian foreign ministry also said circumstances pointed to the team having been detained by pro-Russian separatists and it called on Russia to use its influence to obtain their immediate release.
The team of monitors - also comprising an Estonian, a Swiss, and a Turk - encountered a road checkpoint on Monday at around 6 p.m. (1500 GMT) and did not re-establish contact, a Kiev-based spokesman for the OSCE mission said.
In Copenhagen, Minister of Trade and Development Mogens Jensen said: "I can confirm that a Danish person deployed as a part of OSCE's (monitoring mission) according to our knowledge was detained by the armed separatists in Ukraine along with three other observers yesterday."
The 57-nation Vienna-based OSCE, or Organisation for Security and Cooperation in Europe, said the observers - part of a mission sent to try to ease tension and to gather information in Ukraine - had been on a routine patrol east of Donetsk.
"We are continuing with our efforts and utilising our contacts on the ground. The Ukrainian government as well as regional authorities have been informed of the situation," it said in a statement.
A Western envoy accredited to the OSCE said: "It is a very scary situation."
In early May, pro-Russian rebels in eastern Ukraine held seven European military observers from a separate OSCE-linked mission for eight days.
The civilian OSCE mission has experienced similar problems since it first was deployed around two months ago.
"During the latest weeks there have been other cases of short detention of observers, and we hope that this group with the Danish observer will be released soon too," Denmark's Jensen said.
The OSCE mission consists of about 282 people, including 198 civilian international monitors from 41 OSCE countries, according to the organisation's website. (Reporting by Fredrik Dahl and Michael Shields in Vienna, Richard Balmforth in Kiev and Annabella Pultz Nielsen in Copenhagen; Editing by Robin Pomeroy)