Product Owner is constantly adding new features in the middle of the sprint. Scrum Master has already spoken with the Product Owner about that, but it turned out to be useless.

Has evidence of this behavior's impact on the Development Team's ability to meet the Sprint Goal been presented to the Product Owner? 

Communication is key.

1. Explain the effects of doing this; moral, cost in time and money to these disruptions.
2. Present the Burndown to the Stakeholders and explain why the Burndown is so strange.

Mentioning process and Agile is usually useless, it must be explained in terms of cost.

You're right, this is a problem. Your product owner's actions are bypassing the processes that communicate a definition of done, priority, and engagement with the team to ensure that they commit. It's also helping to ensure that the team fails to meet the whole sprint goal. I can read the aggravation in your question! I know very little about your context, so I've listed a few ideas for what you might try to better understand the situation and what to do to align your product owner and team to work together better.

1. Talk to the developers who are affected. How do these changes affect their ability to meet the commitment they made at sprint planning? Write down those answers so that you can speak to the effects on the team's productivity and motivation.

2. Look at the product owner's sprint goal. Does the work in the sprint align with that goal?

3. You can hope that the product owner doesn't understand the difference between the product backlog and the sprint backlog, and is accidentally adding to the wrong bucket. That would be quite easy to rectify, even if it means creating a special bucket for "Product Owner's Mid-Sprint Candidates." It's worth asking the product owner about.

4. How much time can you spend with the product owner for backlog refinement? Can you spend at least 1-2 hours per week of sprint duration?

5. Does the sprint duration need to be shorter to better accommodate the product owner's availability for backlog refinement and the volatility of the requirement priority, and the team's need to complete something that's shippable by the end of the sprint?

6. What's the work? I had a team whose work moved from development into production support. The team switched from two-week sprints to one-day sprints. The daily standup was a 15-minute sprint review and planning session where they evaluated the current prod support tasks. It's a very small team so they continuously evaluate how to improve. The frustration level dropped a lot.

6. And what Niall Fallon and Tony Divel wrote.

7. Consistent, enthusiastic positive reinforcement of behaviors you want will generate the best results. Think about how you can bring that to your team. Keep asking questions if the answers evade you.

The team has been working for a long time. Product Owner is constantly adding new features in the middle of the sprint. Scrum Master has already spoken with the Product Owner about that, but it turned out to be useless. What should Scrum Master do?

@Orkhan Abbasov, Does the Product Owner truly consider himself/herself as part of the Scrum Team? 

Is the Product Owner not willing to remove some scope from the Sprint to accommodate the new work? Does your team even have a Sprint Goal?

Here is an excerpt from the Scrum Guide.

Only the Development Team can assess what it can accomplish over the upcoming Sprint.

If all else fails, instead of talking to the Product Owner, teach the Development Team to demonstrate the Scrum value of Courage and say NO. 

Remember that the Development Team does not report to the Product Owner.

Product Owner is constantly adding new features in the middle of the sprint

Adding features to what?

Who owns the Sprint Backlog, and inspects and adapts the work needed to achieve the Sprint Goal?