Speaking to the crowd Wednesday, Leto mentioned that other bands have canceled trips to Ukraine but there was "no f---ng way" his band was going to cancel.
"I know it may be difficult, but there's no price too high to pay for the privilege of owning yourself," Leto told the cheering crowd.
The band heads to Russia next for four shows Friday through Tuesday.
Aerosmith is among those bands that rescheduled their Kiev dates; they were supposed to play there May 21 but "due to logistical reasons" will now play there in July.
Depeche Mode also canceled a Feb 26 show at Kiev's International Exhibition Center.