NOV 17: Mr Zelensky said he had received assurances from his top commanders that "it wasn't our missile".
He also called for Ukrainian officials to be allowed to access the blast site and to be part of the investigation.
His comments came as Nato chief Jens Stoltenberg said Kyiv's air defence missiles were "most likely" to blame.
US President Joe Biden also cast doubt on Mr Zelensky's statement that the missile was not of Ukrainian origin, telling reporters "that's not the evidence".
The missile blast occurred on a farm in Przewodow, just 6km (4 miles) from Poland's border with Ukraine.
Ukrainian air defence systems were activated on Tuesday when Russia launched what is believed to be its biggest wave of missile strikes since its February invasion.
The attack, which occurred during the G20 summit in Indonesia, caused an international outcry, while news of a missile blast inside Nato member Poland's territory raised fears of a dangerous escalation in the war.
But Polish President Andrzej Duda said it was "highly probable" that the missile was launched by Ukrainian anti-aircraft defence.
"From the information that we and our allies have, it was an S-300 rocket made in the Soviet Union, an old rocket and there is no evidence that it was launched by the Russian side," he said.
Mr Stoltenberg told the BBC that he agreed with Poland's assessment that the incident was probably caused by a Ukrainian air defence missile.
"But the main message is that Russia bears the ultimate responsibility, because this would not have happened hadn't Russia waged a brutal war of aggression against Ukraine," he said.
He added that Nato had pledged to supply a "more advanced air defence system" to Ukraine, which is not a member of the alliance but receives extensive military aid.
And Linda Thomas-Greenfield, the US ambassador to the UN, said Russia bore ultimate responsibility for the incident.
"While we still don't know all the facts, we do know one thing - this tragedy would never have happened but for Russia's needless invasion of Ukraine and its recent missile assaults against Ukraine's civilian infrastructure. The UN Charter is clear. Ukraine has every right to defend itself against this barrage," she said at a meeting of the UN Security Council.
Meanwhile, the top US general has warned that an early military victory for Ukraine remains unlikely, despite a series of successful Ukrainian counter-offensives in the east and south.
Last week, Ukraine recaptured Kherson, the only major city to fall to Russia since it started its invasion in February. And in the east, a Ukrainian offensive launched in September has seen Kyiv's forces advance into Donestsk and Luhansk.
"The probability of a Ukrainian military victory - defined as kicking the Russians out of all of Ukraine to include what they claim as Crimea - the probability of that happening any time soon is not high, militarily," Gen Mark Milley - the Chairman of the Joint Chiefs of Staff - told reporters at the Pentagon.
But he said recent Russian losses meant a "political solution" was possible.
Gen Milley, who serves as President Biden's top military adviser, said the Ukrainian gains had left Russia "on its back" and observed that its losses could see Moscow agree to some sort of a political withdrawal.
But the top US general did not elaborate as to what that agreement would look like.
Speaking to attendees of the G20 summit in Bali earlier this week, President Zelensky laid out a 10-point peace plan that includes nuclear safety guarantees, the withdrawal of Russian troops from Ukraine's territory, and reparations and justice for "Russia's aggression against Ukraine".
But Moscow's Foreign Minister Sergei Lavrov said Kyiv's demands were "unrealistic and inadequate". He added that Ukraine "categorically refuses" negotiations with Russia.
Elsewhere, the eastern Donetsk region has seen heavy fighting in recent days, according to Ukrainian presidential adviser Oleksiy Arestovych.
He said Russian troops from Kherson region had now been "redirected" towards Donetsk and Luhansk.
