With his army struggling to fend off fierce Russian advances all across the front, President Volodymyr Zelensky of Ukraine urged the United States and Europe to do more to defend his nation, dismissing fears of nuclear escalation and proposing that NATO planes shoot down Russian missiles in Ukrainian airspace.

Mr. Zelensky said he had also appealed to senior U.S. officials to allow Ukraine to fire American missiles and other weaponry at military targets inside Russia — a tactic the United States continues to oppose. The inability to do so, he insisted, gave Russia a “huge advantage” in cross-border warfare that it is exploiting with assaults in Ukraine’s northeast.

His comments, made in an interview on Monday with The New York Times in central Kyiv, were among his most full-throated appeals yet to the United States and its NATO allies for more help. Over 50 minutes at the ornate House With Chimeras in the presidential offices, he spoke with a mix of frustration and bewilderment at the West’s reluctance to take bolder steps to ensure that Ukraine prevails.

Mr. Zelensky has long lobbied the West, for more weapons in particular. But his pleas this week come at a critical time for Ukraine’s war effort, with its army in retreat and a new package of American arms yet to arrive in sufficient quantities. Not since the early days of the war has Ukraine faced as grave a military challenge, analysts say.

It’s also a pivotal time in Ukrainian politics. Mr. Zelensky spoke on the last day of his five-year presidential term. Elections scheduled for March were suspended because of the war, and he will remain president under martial law powers, with his tenure potentially stretching as long as the war.