According to the authority, one of the shells exploded in the residential area on Ordzhonikidze Street, where a family with a five-month-old baby lived.
"The girl got a shrapnel wound in the abdomen. She was rushed to Dnipropetrovsk and operated. The child's parents were not injured," the statement reads.
Casualties and damage data is being specified.
The Marinka police department investigation group has arrived at the scene.
As it became known later, the name of the injured five-month-old girl was Lilia Kornienko.