Russian threats to use nuclear weapons are the most serious such warnings since the Cuban Missile Crisis, said US president Joe Biden.
Biden warned his Russian counterpart Vladimir Putin was "not joking" when he talks about the potential use of tactical nuclear weapons or biological or chemical weapons.
He added that Kremlin-backed forces were "underperforming" and said the US was trying to figure out Putin's "off-ramp" from the war.
"For the first time since the Cuban Missile Crisis, we have a direct threat to the use of nuclear weapons, if in fact things continue down the path they'd been going," Biden told Democratic donors in New York on Thursday.
"We have not faced the prospect of Armageddon since Kennedy and the Cuban missile crisis," he said.
In the 1962 crisis, the United States under President John Kennedy and the Soviet Union under its leader, Nikita Khrushchev, came close to the use of nuclear weapons over the presence of Soviet missiles in Cuba.
"I don't think there's any such thing as the ability to easily (use) a tactical nuclear weapon and not end up with Armageddon," Biden said.
Putin, who marks his 70th birthday on Friday, has warned he would use all means necessary, including Russia's nuclear arsenal, to protest Russian soil.
It comes after Moscow annexed four Ukrainian regions, which it says are now part of its territory.
In remarks to Australia's Lowy Institute, Zelenskyy said NATO should launch preventive strikes on Russia to preclude its use of nuclear weapons.
The Kremlin denounced Zelenskyy's comments as "an appeal to start yet another world war with unpredictable, monstrous consequences", according to RIA news agency.
Ukraine recapturing territory
A Ukrainian counter-offensive has pushed Russian forces into further retreating and regained large parts of the southern Kherson region.
Zelenskyy said in a video address on Thursday that Kyiv's forces recaptured more than 500 square kilometres (195 square miles) and dozens of settlements in Kherson in October.
"There are successes in the east as well. The day will surely come when we will report on successes in the Zaporizhzhia region (in southeastern Ukraine) as well, in those areas that the occupiers still control," the president said.
Ukrainian forces have regained control of thousands of square kilometres of territory since the beginning of September as the Russian front line has crumbled, first in the northeast, and, since the beginning of this week, also in the south.
In rare but growing public criticism of Russia's top military officials, Kirill Stremousov, the deputy head of the Russian-backed administration in Kherson region, said the "generals and ministers" in Moscow failed to understand the problems on the front lines.
There was no immediate comment from Russia's defence ministry.
In the northeastern Kharkiv region where Ukrainian forces regained a large swathe of territory in September, the bodies of 534 civilians including 19 children were found after Russian troops left, police official Serhiy Bolvinov told a briefing.
The total included 447 bodies found in Izium. He also said that investigators had found evidence of 22 "torture rooms". There was no immediate comment from Russia.
On Thursday, a regional governor said a missile demolished an apartment block and killed seven people in the city of Zaporizhzhia in the southern region of the same name, which Russia says it has annexed.
Eduard, a 49-year-old man who survived the attack, said he was woken at around 5 a.m. by a strong explosion. "The room filled with smoke and dust. I jumped up to go see what had happened," he said.
In an online address to new security and energy co-operation forum the European Political Community, Zelenskiy accused Russia of targeting the same spot twice to kill responders.
"In Zaporizhzhia, after the first rocket strike today, when people came to pick apart the rubble, Russia conducted a second rocket strike. Absolute vileness, absolute evil."
Russia says it does not deliberately target civilians.