The intruders forced their way into training with their faces covered and set about players and staff, before damaging a dressing room.
Dutch international Dost suffered cuts to his head, whilst goalkeeper Rui Patricio, midfielder William Carvalho and manager Jorge Jesus were also targeted according to reports in the Portuguese press.
It was a Patricio mistake that saw the club miss out on a Champions League place as the club fell to a 2-1 defeat to Maritimo last week, allowing arch-rivals Benfica to steal in an claim second place.
The latest incident is the most recent in a long line of events that have marred Sporting's season, with club president Bruno de Carvalho having previously suspended 19 first-team players following a row on social media.
Many of Sporting's players are now believed to be looking at ways to break their contract at the club, throwing their preparations for the Portuguese Cup final against Aves on Sunday into disarray.