This week’s escalation has also prompted several warnings from other world leaders about the direction of the war between Russia and Ukraine.
Polish Prime Minister Donald Tusk said the war was entering a decisive stage – with a real risk of global conflict.
Hungarian Prime Minister Viktor Orban meanwhile said the West should take Vladimir Putin’s warnings “at face value” because Russia “bases its policies primarily on military power”.
And North Korea’s leader Kim Jong Un warned “never before” had the threat of a nuclear war been greater and accused the US of having an “aggressive and hostile” policy towards Pyongyang.
North Korea has sent thousands of troops to fight on Russia’s side and Ukrainian forces have reported clashes with them in Russia’s Kursk region, where Ukrainian troops are occupying some territory.
US President Biden has said he gave Ukraine permission to use longer-range Atacms missiles against targets inside Russia as a response to Moscow’s use of North Korean troops.
Both Russia and Ukraine are trying to secure a battlefield advantage before Donald Trump becomes US president in January.
Trump has vowed to end the war within hours but has not provided details as to how.
In his nightly address, Zelensky also criticised China for its response to Moscow’s new missile after China’s foreign ministry said all parties should “remain calm and exercise restraint”.
“From Russia, this is a mockery of the position of states such as China, states of the Global South, some leaders who call for restraint every time,” he said.
He also criticised the Ukrainian parliament for postponing a session on Friday over security concerns following the attack on Dnipro.
In a post on Telegram, he said unless an air raid signal sounded everyone should work as normal – and not take Russian threats as “permission to have a day off”.
“The siren sounds – we go to shelter. When there is no siren – we work and serve. There is no other way in war,” he said.