Zelenskiy had asked for the video to be broadcast, including his call to hold a global peace conference to help resolve the war triggered by Russia's invasion of Ukraine. Ukrainian soccer players and other officials had publicised the message, he said.
"Even though FIFA blocked this message from being aired at the stadium before the final game in Qatar, the world still heard our appeal," Zelenskiy said in his nightly video address to Ukrainians.
The World Cup, he said, was the essence of striving to win.
"But the competition is on the playing field and not on the battlefield. The worst that can happen is a red card - and not the red button," he said, alluding to the possibility of a nuclear strike.
CNN reported on Friday that Zelenskiy had asked FIFA to let him share a message of peace before the final.
"We offered (a) peace formula to the world. Absolutely fair. We offered it because there are no champions in war, there can be no draw," Zelenskiy said in a video issued by his office.
Russia invaded Ukraine in February, in what it calls a 'special military operation'. The conflict has killed thousands of civilians and displaced millions from their homes.
"I announce the initiative to hold a Global Peace Formula Summit this winter. The summit to unite all nations of the world around the cause of global peace. Stadiums' stands get empty after the match, and after the war cities remain empty," the Ukrainian president said.
Russian news agencies reported that Kremlin leader Vladimir Putin had "warmly congratulated" Argentine President Alberto Fernandez on Argentina's victory over France in the World Cup final at Doha's Lusail stadium on Sunday.
Ukrainian presidential aide Mykhailo Podolyak said on Twitter that FIFA "shows a lack of understanding of the disaster that the Russian Federation is dragging the world into by starting a war in Ukraine".
FIFA rejects any political messages in organising World Cup matches.
The global television audience for Sunday's final was expected to have been in the hundreds of millions.
