Zelensky made his plea at a summit in Brussels, on only his second foreign trip since Russia invaded Ukraine on Feb.24 last year. Having visited London and Paris on Wednesday, he turned his focus on EU lawmakers and leaders on Thursday.
"I am grateful to all of you who are helping, grateful to everyone who understands how much Ukraine right now needs these possibilities. We need artillery guns, shells for them, modern tanks, long-range missiles, modern aircraft," he said.
"We need to strengthen the dynamics of our cooperation more powerfully than the aggressor can mobilize its potential."
EU member countries have supplied large amounts of arms to Ukraine over the past year and have become increasingly comfortable with sending heavy weaponry such as battle tanks.
But they have yet to commit to sending fighter jets and longer-range rockets, citing worries about a potential escalation of the conflict onto Russian territory.
Earlier in the day, in an address to the European Parliament, Zelensky expressed gratitude for the support of both politicians and ordinary citizens in the EU.
"Thank you," Zelensky told EU lawmakers, who gave him a long standing ovation, cheering and applauding, some of them wearing the blue and yellow colours of the Ukrainian flag.
"I would like to thank you, all of you, who have been helping our people, our ordinary citizens, our resettled people here who called on their leaders to increase and enhance their support," he said, mentioning anyone from teachers and students to energy grid workers.
While Zelensky is unlikely to leave with immediate pledges to satisfy his request for jets, the visit gives him a chance, to press his case in person with all the EU's 27 national leaders for the first time since Russia's invasion.
"We are defending ourselves in the battlefield, we Ukrainians, together with you," he said, adding that his country was fighting the "biggest anti-European force of the modern world".
Ukraine, which wants to join the EU, is also pushing for membership talks to start within months.
"A victorious Ukraine will be part of the European Union that will prevail," Zelensky said.
While some EU member countries are keen to give Ukraine the morale boost that would come with starting talks to join the bloc, others are much more cautious. They have stressed would-be members need to meet a range of criteria - such as cracking down on corruption - before they can even start negotiations.
By Ingrid Melander and Charlotte Van Campenhout
(Additional reporting by Gabriela Baczynska, Sabine Siebold, Philip Blenkinsop, Bart H. Meijer, Charlotte Van Campenhout, Sudip Kar-Gupta, Kate Abnett, Dan Peleschuk; Writing by Andrew Gray and Ingrid Melander; Editing by Hugh Lawson and Alex Richardson)

Ukrainian President Volodymyr Zelensky gives a speech at the European Parliament in the presence of all MEPs and parliamentary leaders at European Parliament on February 09, 2023 in Brussels, Belgium. President of Ukraine Volodymyr Zelensky began a surprise mini-European tour on February 8, his second trip abroad since the outbreak of the war on February 24, 2022 after his visit to the United States in December. The Ukrainian president is due to meet European Council President Charles Michel on February 9, Zelensky is expected at the Brussels summit after his visits to London and Paris. (Photo by Omar Havana/Getty Images)