The drone strike early on Thursday started a fire at the refinery about 300km southeast of Moscow, Russia's defence ministry and Ryazan governor Pavel Malkov said.
A senior Ukrainian official who spoke on condition of anonymity because he was not authorised to speak publicly confirmed that Ukraine had hit the refinery.
The strike could further complicate Kyiv's relations with US President Donald Trump, which have soured again in recent days.
Zelenskiy was outraged by Russia's continuing aerial bombardment of his country's energy infrastructure in apparent defiance of Trump's demand on Sunday for both sides to halt those attacks.
The Ukrainian government said it was heeding the ceasefire.
Zelenskiy complained that, despite going along with Trump's demand for a truce, Ukraine in recent days was denied the usual Western intelligence on Russian ballistic missile strikes and limits were placed on its use of US-made Starlink communication terminals.
Both are vital for Ukrainian defences and attack operations.
The Ukrainian leader said his patience had run out.
He said in an interview with the Financial Times published on Thursday that Ukrainian attacks on Russian oil refineries would resume.
"We're done," he was quoted as saying.
Trump made a deal with Russian President Vladimir Putin to import Russian diesel, despite international efforts to sanction Russia for its invasion and diplomatically isolate Putin.
Zelenskiy slammed the agreement, saying it would allow Russia to press on with its full-scale invasion of Ukraine that began more than four-and-a-half years ago.
US efforts under Trump to end the war have made no progress.
Zelenskiy said in an interview with Piers Morgan on the British journalist's YouTube show that he felt betrayed by Trump's deal with Putin, the energy ceasefire announcement and the Starlink operational issues.
"Really, yes, between us," Zelenskiy told Morgan when asked if he felt betrayed by the American president.
"Our country has to survive, and we count on our real partners, strategic partners, the United States and President Trump."
He said the US behaviour "was really strange and what was not like between partners but that they switch off Starlink, so some actually crazy steps between us".
In the same interview, Zelenskiy said that "we are losing a strong partner" in the United States.
He said "it's painful when President Trump chooses one side, not our side. But we are OK that he's in the middle."
Zelenskiy said someone was pushing Trump into a stance that was "not the right side of history".
The Starlink speed limits choked Ukrainian efforts to defend itself and hit back against Russia, Kyiv officials said.
Elon Musk noted on X that the military version of Starlink, called Starshield, was controlled by the US military and Trump.
The absence of Western intelligence leaves Ukraine more vulnerable to Russian ballistic missiles.
Trump has said the US has not stopped sharing intelligence with Ukraine.
Amid fears the Trump administration might be withdrawing support for Ukraine, Zelenskiy was due in Brussels for talks with European Union leaders attending a summit.
He was travelling to Belgium after visiting London, where he won pledges of more help from UK Prime Minister Andy Burnham.
Three people were killed and six others injured after the Kirovohrad region of central Ukraine came under a Russian drone attack lasting more than 10 hours, Ukraine's emergency services said on Thursday.
Zelenskiy said Russia launched more than 850 drones at Ukraine, adding that the barrage came "precisely at a time when the speed of our defensive capabilities is being artificially restricted".
Ukrainian air defences stopped 536 Russian drones, the Ukrainian Air Force said, but impacts were recorded at 31 locations.
Russia's defence ministry said air defences downed 166 Ukrainian drones overnight.
It said its forces hit two vessels carrying military cargo.
