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It was unclear how freely the two men were able to talk and they both spoke after being prompted by an unidentified man on Monday.
They asked British Prime Minister Boris Johnson to help bring them home in exchange for Ukraine releasing pro-Russian politician Viktor Medvedchuk.
Medvedchuk, wealthy businessman and lawyer, describes the Russian president as a personal friend and says Mr Putin is the godfather to his youngest daughter Daryna.
Mr Medvedchuk had been under house arrest in Kyiv to face treason charges but escaped shortly after Mr Putin invaded the country on February 24.
He is the leader of political party Opposition Platform – For Life, which Mr Zelensk branded Ukraine’s largest opposition movement.
It comes after both families of the British fighters have asked for their sons to be returned home safely.
Both families are now working with the Foreign Office to “ensure their rights as prisoners of war are upheld according to the Geneva Convention”.
The statement read: ”Shaun was a well-respected soldier within the British Army serving in the Royal Anglian Regiment for many years. He served in many tours including Northern Ireland and with the United Nations in Bosnia.
”In 2018 Shaun decided to re-locate to Ukraine to use his previous experience and training within the Ukraine Military.
“Shaun enjoyed the Ukrainian way of life and considered Ukraine as his adopted country over the last four years. During this time, he met his Ukrainian wife who is very focused on the humanitarian needs of the country.
“He progressed into the Ukrainian Marines as a proud member of his unit. At the end of 2022 his 3 year contract is due to end and he was planning to enter a humanitarian role within Ukraine.”
The statement continued: “We would like to make it clear he is not a volunteer nor a mercenary, but officially serving with the Ukrainian Army in accordance with Ukrainian Legislation.
”Our family is currently working with the Foreign Office along with the family of Aiden Aslin who is also being held by the Russian Army to ensure their rights as Prisoners Of War are upheld according to the Geneva Convention.
”Shaun is a funny, much loved well intentioned Husband, Son, Father, Brother and Friend to many. We are hoping for a quick resolution to allow Shaun and Aiden to return safely to their families and we ask for privacy at this difficult time.
”Our hearts go out to all those caught up in this horrific conflict.”
Meanwhile, Mr Aslin’s family spoke of their shock and horror at seeing him on Russian TV.
His brother Nathan Wood, 25, told MailOnline it was “shocking” to see his brother, who joined Ukraine’s military in 2018, in such a state.
He told the newspaper: “What have the Russians done to him? He looks awful, absolutely exhausted. His face is drained of colour. How has he got such a big red mark on his forehead? That looks like he’s been hit with a rifle butt.
”But however horrible it is to see him in such a state, it does show that he is still alive and that is giving us as a family some slight relief. I would appeal again to the Russians to treat him well and humanely.”