"We are asking our citizens to do their best to save energy," Azarov told a government meeting, according to RIA Novosti.
"Closed windows, draft-proof doors [and] economical use of gas stoves are a matter of patriotism and survival," he added, describing a 2009 gas supply agreement with Russia as an "enslaving contract".
With the winter season approaching, Ukraine and Russia have reignited old tensions about gas pricing, in a row reminiscent of the trade dispute which ended up leaving parts of Europe in the cold in 2006 and 2009.
The tensions came as Yulia Tymoshenko, a former prime minister of Ukraine, faces trial in her country for having signed a gas treaty with Russia in 2009 which Kyiv now considers detrimental to its interests.
Ukraine is trying to revise the 10-year agreement that ties the price for gas to the price for oil, which has been rising recently. Azarov has said the deal was unfair and that Kiev was overpaying up to $6 billion (4.26 billion euro) a year for the gas.
Last week, Ukraine said it would cut Russian gas purchases to 27 billion cubic metres from 40 bcm this year.
The spat intensified this week when Russia announced that the Nord Stream pipeline, which runs on the bottom of the Baltic Sea directly to Europe, would start working from next month, bypassing transit states such as Ukraine.