Speaking during a late-night address from Kyiv, Mr Zelensky warned of an intensification of fighting.
"The more people leave Donetsk region now, the fewer people the Russian army will have time to kill," he said.
The region has seen heavy clashes amid a slow advance by Russian forces, who already control large parts of it.
"The more people leave Donetsk region now, the fewer people the Russian army will have time to kill," the Ukrainian leader said. "We will use all available opportunities to save as many lives as possible and to limit Russian terror as much as possible."
Mr Zelensky's intervention comes as Russia invited UN and Red Cross officials to investigate the deaths of 50 Ukrainian prisoners of war (POWs) in another part of Donetsk region held by Russian-backed separatists.
The troops were killed in unclear circumstances during an attack on a prison in Olenivka, with both sides trading blame.
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