But he was adamant that the region, where ethnic Russians are the majority, should remain part of Ukraine but enjoy broad autonomy.
Yanukovych said he would not ask Russia for military support in dealing with a crisis in which power had been stolen by "a bunch of radicals."
He said he had spoken by telephone with Russian President Vladimir Putin after arriving in Russia with the help of "patriotic officers." They had agreed to meet at some point.
Accusing the West of pursuing "irresponsible" policies by patronizing the "Maidan"—the name given to the uprising against his regime—Yanukovych said he had trusted in the "decency" of Western ministers when he signed an agreement in which he made many compromises to end the crisis.
He added that the May presidential election was illegal and that he would not take part.
Putin on Ukraine
According to a Reuters report, Putin said Friday that there must be no further escalation of violence in Ukraine and that free elections are the best solution for the country.
Ukraine's interim government confirmed Friday that Russian forces had seized control of two airports in the Crimean peninsula—the only part of Ukraine with an ethnic Russian majority and the last major bastion of support for Yanukovych, the report said.
Putin is in phone communication with British, German and EU leaders, the Kremlin told Reuters.
(Read more: Russia the 'swing factor' in Ukraine's future)
British Prime Minister David Cameron told the Russian leader that all countries must respect the territorial integrity of Ukraine, and Cameron and Putin agreed that the international community should consider how to help Ukraine tackle its economic challenges, a Downing Street spokesman said.
—CNBC with Reuters reports