Russian troops took control of Avdiivka last week in Moscow's biggest battlefield gain since its forces captured Bakhmut last May. Kremlin leader Vladimir Putin says Russia will press on with its drive through eastern Ukraine.
Zelenskiy, in excerpts from an interview with Fox News to be aired on Thursday, acknowledged that last year had been "complicated" for Ukraine, particularly as 2023 came to a close.
But, speaking in English, he pointed to earlier gains, particularly in the northeastern Kharkiv region, where the Fox interview took place.
"During these two years we got (back) part of the Kharkiv region. Now we are in this region ... and we unblocked the Black Sea. There are grain routes and we destroyed a lot of their ships of the Russian fleet," Zelenskiy said.
"That is what we did over two years. And what they could do? Only this one place. But what for?"
Avdiivka lies 15 km (nine miles) northwest of the Russian-held main town of Donetsk region, also named Donetsk.
Russian analysts say its capture will keep Donetsk safe from Ukrainian shelling as Moscow considers how to pursue its drive to capture all of Donetsk and Luhansk regions.
In his comments, Zelenskiy expressed new discontent with the slowdown in Western aid for Ukraine's war effort, without singling out the United States.
U.S. President Joe Biden's request to extend a big aid package has been held up by wrangling in the U.S. Congress.
"We have to be more quick. That means to lose all the bureaucracy. Otherwise we will not have any chance," he said.
The president acknowledged that finding an alternative to U.S. support would not be easy.
"Of course, we will find. We will not stay in the same place. We have to survive. We have to find some parallel steps," he said in the interview, conducted in part on a hospital ward.
"You understand that this help is crucial. So without it, sorry, we will have more and more such heroic guys who will be in the hospitals. If you don't have a real defending shield and similar powerful artillery with rounds, of course you will lose people."
The U.S. Senate has passed a $95 billion aid package that includes funds for Ukraine, but House of Representatives Speaker Mike Johnson has declined to bring it up for a vote on the floor of the House.
(Reporting by Ron Popeski; Editing by Stephen Coates)
