Zelenskiy, posting on Telegram about his meeting with British Prime Minister Andy Burnham on the sidelines of the UN General Assembly, said Ukraine was in constant communication with its allies on securing new anti-aircraft defences.
"There's intelligence right now that Russia is preparing a new massive attack against Ukraine," Zelenskiy wrote.
There couldn't be any discussion of easing sanctions against Russia "when Ukrainians live every day under the threat of missile and drone attacks", he said.
Russian forces have long unleashed large-scale overnight attacks by drones and missiles but have altered tactics in recent weeks, launching constant barrages throughout the day.
Moscow also in recent months has deployed jet-powered drones, which fly at higher altitudes and evade air defences, disrupting businesses, government and ordinary life on a much bigger scale than previously in the four-and-a-half year war.
While in New York, Zelenskiy also discussed efforts to end the war with US President Donald Trump, including a potential bilateral ceasefire on energy-related targets.
Intensifying aerial attacks by both sides in the Ukraine war in recent weeks have battered ports, warehouses, ships and energy infrastructure, as well as crippling Black Sea grain exports.
Amid fears in Ukraine that Russia will once again pound its heating and power facilities as winter approaches, Zelenskiy said he had discussed preparations with Trump and asked the US for a package of Patriot air defence missiles - the only weapon in Ukraine's arsenal capable of downing Russia's ballistic missiles
The US war in Iran and the Ukraine war have depleted global supplies of Patriots, including US inventories.
Zelenskiy said that, in return for Patriots from US stockpiles this winter, Ukraine would swap future supplies of interceptors from its deal with Germany, which has agreed to provide Ukraine with 600 Patriots in 2027 and 2028.
He told reporters it was a "good step" that the idea was not rejected but acknowledged that Trump had not yet agreed to the proposal.
Zelenskiy said that discussions for Ukraine to begin licensed production of Patriots itself were still ongoing, and a member of his team had held a positive meeting with Raytheon , a US producer of Patriots.
Russian troops are advancing slowly through eastern Ukraine's Donetsk region but the front line has undergone little change in many months.
Ukrainian forces now launch air strikes on Russian targets, many in the oil industry, at sites up to 3000km from the Ukrainian border.
Interviewed in New York by the Wall Street Journal, Zelenskiy said Russian President Vladimir Putin was neither winning nor losing the war, but did not feel compelled to hold direct negotiations on ending the conflict.
"The situation on the battlefield is not successful for Putin. He is not winning, it is true. And he is not losing, it is also true, because for him human losses are not to lose ... but his society is losing people," Zelenskiy said.
"He doesn't feel that he has to stop."
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