The studio building was also pierced by stray shrapnel, which put a hole in the roof and damaged doors and windows.
Forces loyal to internationally recognised president Alassane Ouattara are holding incumbent president Laurent Gbagbo siege in the presidential palace in Abidjan. Gbagbo was defeated in last November's presidential election but refuses to relinquish power to Ouattara.
The Frequence Vie studios are located close to the Ivory Coast's national radio and television network in Abidjan, the scene of intensified clashes in recent weeks.
The radio station is operated by US mission group, SIM, in partnership with local churches and broadcasts Christian programmes in numerous West African languages.
SIM's Tim Welch said the station director's apartment had also been damaged by shrapnel and that the family was now staying in the recording studios.
He added that the station's coverage had been weakened after the destruction of their 4,000-watt transmitter, which could only be replaced by a spare 300-watt transmitter.
HCJB Global's Francoise Dossmann, who worked at the station for several years in Abidjan, said that around 100 people are sheltering in a nearby evangelical church. Although Dossman now lives in France, she has been in contact with close friends in the Ivory Coast.
The "Path of Life" radio Bible study programme produced by her husband is continuing to air on the station, while a new programme, "Facing the Crisis", has just been launched.
Welch said one pastor had braved the streets to come to the studio and record a programme on loving your enemies.
However, Dossmann said she had learned from her contacts that the station had in recent days only been airing songs and some pre-recorded programmes.
"Their stress is such that it would be impossible for them to produce new programmes," she said.
Curt Cole, one of HCJB Global's vice presidents of international ministries, said: "The situation in Abidjan has worsened considerably in recent days and we are praying much for Frequence Vie."