The diplomatic mission announced this on its official website.
"Two Colombian citizens have been in Ukraine since December and served in the 49th Infantry Battalion of the Ukrainian Army," the statement said.
The procedure for the repatriation of bodies has begun.
Earlier it was reported that the Golovinsky Court of Moscow will hold a closed hearing in the case of Colombian citizen Saray Giraldo, who is accused of spreading fakes about the Russian army on the order of a US company.
London also confirmed the death of two Britons in the Soledar area.