Speaking at the Munich Security Conference, the Ukrainian president said Europe cannot rule out the possibility that "America might say no to Europe on issues that threaten it".
His comments come after US President Donald Trump held a call with Russian President Vladimir Putin earlier this week to try and kickstart a negotiating process to end the war in Ukraine.
Mr Trump then told reporters at the White House that he didn't see any way "that a country in Russia's position" could allow Ukraine to join NATO.
Volodymyr Zelenskyy says he believes it is time for the creation of an "armed forces of Europe", adding "our army is not enough".
JD Vance takes centre stage at Munich Security Conference - but fears of wider European war persist.