Ukrainian President Volodymyr Zelenskyy said early on Monday that a suspect has been arrested in the murder of former parliamentary speaker Andriy Parubiy.

"The suspect has given an initial testimony," Zelenskyy said on the Telegram messaging app. "Urgent investigative actions are currently underway to establish all the circumstances of this murder."

Parubiy, 54, was shot dead in the western city of Lviv on Saturday in what Zelenskyy called "a horrific murder" and a "matter of security in a country at war."

Parubiy had been parliamentary speaker from April 2016 to August 2019 and was one of the leaders of protests in 2013-14, which demanded closer ties with the European Union.

"I thank law enforcement for their swift and coordinated work. All the circumstances of this horrific murder must be uncovered," Zelenskyy said.

The alleged shooter was detained overnight in the Khmelnytskyi region in western Ukraine, Minister of Internal Affairs Ihor Klymenko said on Telegram.

"Many details cannot be shared at this time," Klymenko said. "I will only say that the crime was carefully planned: the victim's movements were studied, a route was mapped out, and an escape plan was thought through."