He also said Ukraine had developed new long-range drones capable of operating over more than 3000km.
Speaking in his nightly video address, Zelenskiy offered thanks to the Ukrainian military's special operations which "have reached Tyumen Region in Russia, including an oil refining facility. More than 2000km from our state border. This is effective work."
Ukraine's military has been engaged for months in a campaign of medium and long-range strikes on Russian targets, focusing mainly on the oil industry, to hinder Russia's capability in funding the war.
The governor of Tyumen Region, Alexander Moor, earlier said that Russian air defences repelled a drone attack on the oil refinery.
He said that according to preliminary reports, there was no damage and staff were evacuated.
The Tyumen refinery, one of the country's most modern and complex, has a nominal capacity of about 8 million metric tons per year.
It processes roughly 6 million tons of crude annually, producing about 0.5 million tons of petrol and 2.5 million tons of diesel, according to industry estimates.
Zelenskiy said the new, modernised long-range drones "have also been successfully deployed".
"They can now reach targets at a distance of 3000 km," he said.
"These are entirely justified responses to Russian strikes against our state. Ukraine's plan of long-range operations is being implemented."
Zelenskiy also warned Russia was preparing new large-scale attacks and urged citizens to take precautions.
He pointed to strikes on the cities of Dnipro and Zaporizhzhia hours earlier, saying Russia appeared to be preparing for more assaults.
"Please take good care of yourselves," he said.
"The Russians are not stopping the war, even though all proposals to do so are concrete and realistic," Zelenskiy said.
He added that his country's proposal for direct Ukraine-Russia talks, backed by Ukraine's allies, remained on the table but said Russian President Vladimir Putin refused to engage in diplomacy.
Zelenskiy also warned Belarus against becoming more deeply involved in Russia's war, saying such actions could have "dangerous consequences".
He alleged that at least four relay stations had been established in Belarus near the border to help direct Russian drone attacks against Ukraine.
"Belarus still has time to dismantle this equipment," Zelenskiy said, echoing remarks he made on Friday when he gave Belarus a one-week ultimatum to remove the installations.
Russia has used Belarus as a staging ground for military operations against Ukraine since launching its full-scale invasion in February 2022.
with DPA