Kherson is the first major city to be taken by Russia, after heavy fighting, since it invaded a week ago.
Its mayor, Igor Kolykhaev, said Russian troops had forced their way into the city council building and imposed a curfew on residents.
Several cities have come under intense shelling, with Wednesday one of the most destructive days of the fighting.
An investigation into possible war crimes and crimes against humanity committed in Ukraine has been launched by the International Criminal Court (ICC) in The Hague.
Russia has for the first time admitted taking heavy military casualties during its attack on Ukraine, with 498 troops killed and a further 1,597 injured. Ukraine says Russia’s losses run into the thousands.
In a Facebook post, Mr Kolykhaev said Russian forces were in control of Kherson, a port on Ukraine’s southern Black Sea coast with a population of more than 280,000 people.
Mr Kolykhaev called on residents to follow conditions set by Russian forces in order to “keep the Ukrainian flag flying”. These include:
- Observing a strict curfew from 20:00 to 06:00
- Only going out in groups of two at most
- Allowing only cars carrying food, medicine and other supplies to enter the city, driving at minimum speed
“The (Russian) occupiers are in all parts of the city and are very dangerous,” Gennady Lakhuta, head of the regional administration, was quoted as saying by AFP news agency.
The capture of Kherson – located on the banks of the Dnieper River where it flows into the Black Sea – is significant because it could allow Russia to create a base for the military there as it seeks to push further inland.
And in the southern port of Mariupol, hundreds are feared dead following hours of sustained shelling.
But Russian efforts to encircle the capital Kyiv have slowed, with one US official saying a huge Russian convoy to the north of the city barely moved all day on Wednesday.
Large explosions were heard in the capital overnight into Thursday, with footage showing a huge fireball lighting up the night sky.
Four blasts were heard in the city centre, near Friendship of the Peoples metro station, Ukrainian media report.
In other developments:
- Russian billionaire Roman Abramovich said he was selling Chelsea FC
- Netflix became the latest tech firm to pause its projects in Russia
- Oil prices surged to an eight-year high
Pictures of fighting in Ukraine have prompted international condemnation of Russia, with an overwhelming majority of UN countries calling on Moscow to immediately withdraw its troops.
Only five countries voted against the resolution, including Syria and North Korea.
The ICC said it was collecting evidence into possible violations after 39 countries called for it to open an inquiry.
They include the UK, with Prime Minister Boris Johnson personally accusing Russian President Vladimir Putin of committing “horrific” atrocities on Ukraine’s cities.
‘Hundreds dead’ in Mariupol
Joel Gunter, BBC News, Ukraine
After more than 15 hours of continuous bombardment by Russian forces, the key Ukrainian port city of Mariupol is “near to a humanitarian catastrophe”, the city’s deputy mayor told the BBC.
“The Russian army is working through all their weapons here – artillery, multiple rocket launch systems, airplanes, tactical rockets. They are trying to destroy the city,” Serhiy Orlov said.
Mr Orlov said Russian forces were several kilometres from the city on all sides and had launched strikes on key infrastructure, cutting water and power supplies to parts of the city. One densely populated residential district on the city’s left bank had been “nearly totally destroyed”, he said.
“We cannot count the number of victims there, but we believe at least hundreds of people are dead. We cannot go in to retrieve the bodies. My father lives there, I cannot reach him, I don’t know if he is alive or dead.”
Ukraine’s army has resisted Russian forces so far in key parts of the country but the increased aerial bombardment of cities has raised fears Russia is shifting tactics.
“The Ukrainian army is very brave and they will continue to defend the city but the style of the Russian army is like pirates – they do not fight with their army, they just destroy entire districts,” Mr Orlov said.
“We believe in our Ukrainian army, but we are in a terrible situation.”