In an interview on the Piers Morgan Uncensored podcast published on Tuesday local time, Mr Zelenskyy said it was a "pity we are losing a [strong] partner".
"It's painful when President Trump chooses one side, not our side," he told Piers Morgan.
Mr Zelenskyy said he was comfortable with Mr Trump being in the middle of Ukraine and Russia, but added: "If you are in the middle, you have to stay in the middle."
Asked if he felt betrayed by Mr Trump, Mr Zelenskyy said: "Really, yes … but it's a little bit more complicated than just my emotions or my feelings."
"We are not selling our country … it's not about business for us, it's just our life, and this is our country."
Mr Trump's rhetoric towards Ukraine and Mr Zelenskyy has hardened in recent weeks. The US president agreed to lift sanctions on Russian diesel exports and also sought to impose an "energy ceasefire" on Ukraine and Russia over the weekend, a move that appeared to catch Mr Zelenskyy by surprise and one ignored by the Kremlin.