Speaking to CNN from his Miami training base ahead of the April 25 showdown with American challenger Bryant Jennings in New York, Klitschko said the crisis in his homeland has left him shocked and upset.
"My country is unfortunately suffering in the war with Russia -- not that Ukraine tried to give any aggression to any other nation, in this particular case Russia, unfortunately it's the other way around," Klitschko told CNN.
"I never thought that our brother folk is going to have war with us, so that Ukrainians and Russians are going to be divided with blood," he added.
"Unfortunately, we don't know how far it's going to go and how worse it's going to get. The aggression, in the military presence of (Russian) soldiers and military equipment in my country, Ukraine, is upsetting."
Klitschko is the reigning IBF, WBA, WBO and IBO champion and has, alongside older brother Vitali, dominated the heavyweight division in the 21st century.
Vitali, who retired from boxing in 2013, is a prominent figure in Ukrainian politics. The 43-year-old has led the Ukrainian Democratic Alliance for Reform since 2010 and was elected mayor of Kiev in May last year.
Tensions in the former Soviet state remain high despite a ceasefire agreed in February
as Europe, led by German Chancellor Angela Merkel and President of France Francois Hollande, tries to broker a peace deal between the two sides.
The crisis in Ukraine began in November 2013
when former President Victor Yanukovych scuttled a trade deal with the European Union in favor of forging closer economic ties with Russia.
The move triggered a wave of anti-government protests which came to a head Kiev's Maidan Square in February 2014 when clashes between protesters and government security forces left around 100 dead.
The following month, Russian troops entered Ukraine's Crimean peninsula before Russian President Vladimir Putin completed the annexation of Crimea -- a move denounced by most of the world as illegitimate -- after citizens of the region had voted in favor of leaving Ukraine in a referendum.
More than 5,000 people have been killed in the conflict to date.
"People are dying in Ukraine every single day," Klitschko said. "I do not want to see it, nobody wants to see it ... it's hard to believe these days something like that in Europe -- and Ukraine is Europe -- can happen."
But with the backing of the international community, Klitschko is confident Ukraine can forge a democratic future rather than slide back towards a Soviet-era style dictatorship.
"I really wish and want this conflict to be solved and it can only be solved with Western help," he said.
"Ukraine is looking forward to becoming a democratic country and live under Western democracy. This is our decision and this is our will to get what we want.
"If somebody wants to try to put (us) back to the Soviet times and be part of the former Soviet Union, we disagree with that. We want to be in freedom.
"We have achieved many things in moving forward and showed to the world that we do not want to live under a dictatorship."
Klitschko, whose comments were made as part of a wide-ranging interview for CNN's Human to Hero series
, is routinely kept abreast of developments in Ukraine by brother Vitali but also returns home whenever he can.
"As much time as I can spend, I am there in the Ukraine. It's not like I am getting the news from mass media and making my own adjustments and judgments on what's going on. It's an actual presence and understanding from the inside ... It obviously affects my life, it affects the life of my family."
The 39-year-old and his fiancée Hayden Panettiere celebrated happier times last December when the American actress gave birth to a baby daughter, Kaya.
"I need to get used to it that I'm a father, which is really exciting. I hope I'm going to have a big family with multiple kids," he said.
Klitschko isn't sure when he'll finally hang up his gloves. "I don't know how long I can last ... motivation and health have to be there to continue."
But after leaving almost all his boxing opponents battered and bruised -- the Ukrainian is seeking an impressive 18th consecutive title defense against Jennings -- Klitschko is keen to carry on fighting his own and his country's corner in the opposite way outside the ring.
"I just really want that we'll have less violence in the world ... I hope in peace we can do anything, but if we have war then it's definitely going to leave us dull and numb."
Watch Wladimir Klitschko's Human to Hero interview on CNN's World Sport program on Wednesday April 8 at 1130, 1245, 1445, 2130, 2245 and 2345 and Thursday April 9 at 0445 (All times GMT) and here online.