"I am not leaving the country for anywhere. I do not intend to resign. I am the legitimately elected president," Yanukovych told a local television station in the eastern Ukrainian city of Kharkiv.
The embattled leader said he felt that his own security and the safety "of people close to me" was being threatened by protesters who had taken control of large parts of central Kiev.
He added that he had been given "security guarantees" by international mediators who helped him and the opposition sign a political pact on Friday aimed at ending the country's three-month crisis.
"My car was shot at. But I have no fear," Yanukovych said.
He added that "everything happening today can primarily be described as vandalism, banditry and a coup d'etat. That is my assessment."
"This is not an opposition," Yanukovych added. "These are bandits."