"They have performed very accurately. ATACMS have proven themselves," he said in an evening address posted on social media, without giving details of when or where they were used.
The White House confirmed the delivery for the first time in an official statement.
"We believe these ATACMS will provide a significant boost to Ukraine's battlefield capabilities without risking our (US) military readiness," National Security Council spokesperson Adrienne Watson said in a statement.
ATACMS have a maximum range of around 300 kilometres (190 miles) -- but Watson said the version "recently" sent to Ukraine had a lower range of 165 kilometres.
"Today, a special thanks to the United States," Zelensky said in a video message. "Our agreements with President Biden are being implemented."
Russian ambassador to the United States Anatoly Antonov said Wednesday that Washington's decision to supply Ukraine with ATACMS long-range missiles was "a grave mistake".
"The White House's decision to send long-range missiles to Ukrainians is a grave mistake. The consequences of this step, which was deliberately hidden from the public, will be of the most serious nature," he said in a statement.
Earlier on Tuesday, Ukraine said it had hit airfields in the Russian-occupied south and east of the country overnight, claiming the "successful operation" had destroyed several helicopters.
In a mission dubbed "Operation Dragonfly", Kyiv's special forces said on social media they had attacked airfields in southern Berdyansk and eastern Lugansk.
Russian officials had claimed earlier on Tuesday that the US-supplied missiles had been used in the attack on Berdyansk.
A Moscow-backed official in the Russian-controlled part of Ukraine's Zaporizhzhia region, Vladimir Rogov, said on Telegram that fragments of ATACMS missiles had been found at the site of the strike.
An influential Russian Telegram channel, Rybar, which has close ties with Moscow's forces, also alleged ATACMS missiles were used in the attack.
Kyiv, which launched its counteroffensive against Russian forces this summer, has claimed to have carried out several operations in occupied territory.
Berdyansk fell to Russian forces early in their invasion last year. Lugansk has mostly been controlled by pro-Russia forces since 2014.
Kyiv claimed to have destroyed nine helicopters, an air defence launcher, an ammunition warehouse and said it had damaged runways in the overnight strikes.
It also claimed Russian forces had suffered losses in the operation.
Zelensky said Kyiv's "assault operations" had achieved results.
"I am grateful to those who are effectively destroying the occupiers' logistics bases on our land," he said in a statement.
He also thanked "every warrior" for defending key frontline areas in the east and south of the country.
Kyiv has for months asked the West to supply it with long-range weapons for its counteroffensive, which has been slower than expected.
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