Ferreyra was one of six players who failed to arrive back in the country earlier this week, citing fears for his safety as the political tensions in the region continue.
Alex Teixeira, Dentinho, Douglas Costa, Fred and Ismaily have also been absent as Shakhtar prepare to defend their Ukrainian Premier League crown.
It was revealed on Thursday that Fred had since returned to the club, with Ismaily expected back "in the coming days".
The absent players were thought to have stayed in France after last Sunday's friendly with Lyon, and Ferreyra expressed contrition for not returning back when expected.
"First and foremost, I want to apologise to them [the fans] and the president of our club," he told Shakhtar's official website.
"I hope what is happening in Donetsk will soon end. And we, the players, will do everything possible to give our fans more reasons for joy.
"My family was very worried about me and persuaded not to go to Ukraine. They thought it was very dangerous. So I decided not to go back. But on the second day I regretted it.
"My fears were dispelled by a conversation with the club CEO Sergei Palkin. He calmed me down and assured that all of us would be safe.
"Plus other players have returned and all of them were fine. I really regret that I have not come immediately. I apologise to the fans, my team-mates and coach."