Luiz Adriano's controversial hat-trick and two goals from Willian, including one sublime finish, helped Mircea Lucescu's side come from behind twice to beat the Danish champions.
Luiz Adriano struck for a hat-trick while Willian added two goals for Shakhtar, though the former caused controversy after his first goal was very much against the spirit of the game, scoring off a drop ball.
Morten Nordstrand and Kasper Lorentzen scored for Nordsjaelland, but the defeat sees the Danes exit their debut Champions League campaign at the group stage.
Nordstrand gave the hosts the lead after a volley from close range, but the Danes were not ahead for long as the visitors equalized in highly controversial circumstances. Willian punted a drop ball toward Nordsjaelland's goalkeeper, but Adriano latched onto the ball anyway and rounded the confused Jesper Hansen to score.
Both sides then became embroiled in an argument on the pitch, but the Ukrainian champions failed to allow their hosts to score straight from the restart despite some apparent instructions from the dugout. This didn't deter Kasper Hjulmand's team, and the Danes regained the lead just moments later as Patrick Mtiliga got forward and fed Lorentzen, who turned and fired past Andriy Pyatov into the roof of the net.
Shakhtar got its second equalizer on the brink of halftime, as Willian slotted home a rebound to level the affair. The hosts couldn't hold the Ukrainians off for long after that, as a corner wasn't cleared properly and Willian took advantage as he curled in a stunning effort from the edge of the area for his second tally.
That goal seemed to take the wind out the sails of the Danish champions, and Adriano doubled his tally for the evening as he turned in Alex Teixera's low cross. Nordsjaelland refused to go down without a fight and almost dragged themselves back into it as Lorentzen finished woefully as he tried to turn American right back Michael Parkhurst's cross goalwards.
Lorentzen then had a much easier opportunity as the home side broke forward, but the forward miscued his shot and saw it fly over the crossbar after Norstrand's cross took the goalkeeper out of the game.
The match was then put beyond all doubt as Adriano completed his hat trick as he tapped in after Douglas Costa's knockdown at the back post inside the final 10 minutes. Shakhtar sits atop Group E and is guaranteed advancement, meaning one of favorites Juventus or Chelsea will be relegated to the UEFA Europa League after the final group matchday.