Zelensky told broadcaster CNN at the weekend that Russian President Vladimir Putin could resort to using nuclear weapons because he does not value people's lives.
Officials in the United States and elsewhere have warned of such a risk, according to news reports.
"All of the world, all of the countries have to be worried because it ... can be truth," Zelensky told CNN in an interview, speaking from his office in Kyiv.
"They could do it; for them, the life of the people [means] nothing," Zelensky said, referring to the Russian authorities.
He added: "We should think, not be afraid, not be afraid but be ready. But that is not a question for Ukraine, not only for Ukraine but for all the world, I think."
CIA Director Bill Burns said on Thursday that the United States has not yet seen any signs that Russia could be preparing to use nuclear weapons in Ukraine, but told reporters that his agency was watching "very intently" over the possibility, CNN reported.
"Given the potential desperation of President Putin and the Russian leadership, given the setbacks that they've faced so far militarily, none of us can take lightly the threat posed by a potential resort to tactical nuclear weapons or low yield nuclear weapons," Burns said, as quoted by CNN on its website.
Up to 3,000 Ukrainian troops killed in war: Zelensky
Zelensky also said in the wide-ranging interview with CNN on Friday that about 2,500 to 3,000 Ukrainian troops have died in the war with Russia so far, according to the latest estimates.
Zelensky added about 10,000 Ukrainian troops have been injured and "it's hard to say how many will survive."
Meanwhile, almost 20,000 Russian troops have been killed in Ukraine since Putin invaded the country more than seven weeks ago, according to Ukrainian military authorities.
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Source: PAP, CNN