In an emotional speech, he accused Russian forces of hitting civilian areas and infrastructure.
His comments came after he refused an American offer to leave the city, insisting he would stay and adding: "The fight is here."
Mr Zelensky posted self-shot videos of himself walking around Kyiv’s streets last night as Russian attacks on the city continued.
In a video published this morning, the president pushed for Ukraine's urgent ascension to the European Union, saying he had discussed the issue with the EU leaders. He also urged cutting Russia from the Swift international electronic bank payment system, noting that Germany and Hungary should show "courage" and agree to the move.
Briefly switching to Russian, Mr Zelensky hailed Russia's cultural figures who denounced the invasion and urged them to redouble efforts to force the Kremlin to halt the attack.
He claimed thousands of Russian troops had been killed, and hundreds of those who were taken prisoner "can't understand why they were sent into Ukraine to kill and get killed".
"The sooner you say to your government that this war should be immediately stopped, the more of your people will stay alive," he said.
He said that Russian troops were trying to destroy energy infrastructure and hitting residential areas, but insisted that the Ukrainian military
"We know that we're defending our land, the future of our children. The cities and towns that are being attacked by the air are holding up – well done,” he said, adding that “key areas” were still controlled by the Ukrainian army.
Mr Zelensky called for the EU to grant an urgent accession of Ukraine to the bloc.
He said: “Ukrainian people deserve to become members of the EU and this would be a signal of your support to Ukraine. We discussed this today with European leaders.”