Russia launched a full-scale invasion of Ukraine in February 2022.
The remarks, made on Friday, were released by his office on Saturday. He said the envoys had touted the exchange as part of efforts to end the war with Russia.
"Would Ukraine withdraw from Donbas? This was the first time this had been raised,"Zelensky said.
Zelensky said recently that US mediators believed Ukraine only had to cede territory to achieve peace and were applying pressure, keen to reach a deal as soon as possible.
He went on to say that if he received a specific proposal containing security guarantees, no constraints on Ukraine's military and funds to rebuild the country, he would put it to a referendum.
He has also reiterated that Kyiv was not ready to concede territory, Reuters reported.
Russia has insisted again that it will not agree to cease fighting until a final peace deal is in place. Moscow says that deal would include handing over territories its troops have not captured, in addition to the Crimean peninsula it annexed illegally in 2014.
It has previously proposed limits on the size of Ukraine's military, territorial concessions and Kyiv's guaranteed neutrality as conditions of a peace deal. Ukraine has rejected these, arguing that such constraints would hamper its ability to stave off any future invasion.
Other Nato members are wary, and the Kremlin has always been fiercely opposed. Ukraine is sure that Russia's ambitions are far greater and has long seen Nato as its only sure protection.