Zelenskiy wants to discuss his country's priorities in Brussels, as Ukraine needs more weapons, like long-range missiles, positioned "in very concrete geographic points on our land" to make it through the winter.
This was needed to protect the country's energy infrastructure, civilian lives and food exports, Zelenskiy said, speaking alongside NATO Secretary General Jens Stoltenberg.
"What we are seeing now is that President Putin is preparing once again to use winter as a weapon of war, meaning attacking the energy system, the gas infrastructure. We need to prevent that," Stoltenberg said.
Zelenskiy met with Stoltenberg and is expected to meet with Belgian Prime Minister Alexander De Croo later on Wednesday.
The ministers' talks will be preceded by a meeting of the US-led Ukraine Defence Contact Group, which brings together around 50 countries from around the world interested in supporting Kiev in its fight against Russia.
Referring to the ongoing outbreak of violence in the Middle East, Zelenskiy recommended that Western leaders visit Israel "to support people who've been under terroristic attacks, people who are dying now."
Being at war means Ukrainians understand what such attacks mean, he said. It would be very important to not leave the affected people alone, as those who are not alone are stronger, Zelenskiy added.
On Tuesday, Zelenskiy met with his counterpart in Romania for talks on regional security and to strengthen bilateral ties against the backdrop of Russia's invasion of his country.
He described the partnership between the two countries as key to "stability for Europe and beyond" on the social media platform X after meeting with President Klaus Iohannis in the capital Bucharest.
The two discussed security in the Black Sea region, economic co-operation, shared infrastructure projects and Ukraine's requests for military support, Zelenskiy told reporters after the meetings.
The Ukrainian president's trip to Romania is his first official visit since Russia launched its full-scale invasion last year.
After the invasion, millions of Ukrainian refugees fled to Romania before moving on to other countries.
About 85,000 Ukrainian refugees are registered in Romania under the European Union's temporary protection scheme.
Reuters/DPA