Arseny Pavlov, who is also known as Motorola, is reported to have made the comments to the Kyiv Post in a phone interview.
Pavlov has been accused of shooting dead Ukrainian soldier Ihor Branovytsky, who was captured by separatists after taking part in the defence of the airport in Donetsk in January.
During the interview a man identified as Pavlov says he has killed 15 captured Ukrainian soldiers, but declines to comment on the death of Branovytsky.
People attend the funeral ceremony of Ukrainian serviceman Ihor Branovytsky (REUTERS/Gleb Garanich/Files)
He said: "I've shot 15 prisoners. I don't give a s**t. No comment. I kill whoever I want."
The Independent could not verify the voice was that of Pavlov.
The separatist commander also declined to comment when contacted by news agency Reuters.
Human rights group
Amnesty International has said at least four Ukrainian soldiers have been shot dead in "execution-style" killings carried out by pro-Russian separatists earlier this year.
Their bodies were later photographed in a morgue, it has been reported.
Amnesty said: "There are signs of bullet wounds to their heads and upper parts of their bodies."
The human rights group said it has also seen a video of Branovytsky.
Denis Krivosheev, the deputy director for Amnesty in Europe and Central Asia, said in a statement: "The torture, ill-treatment and killing of captured, surrendered or wounded soldiers are war crimes."
Mr Krivosheev also called for an investigation and for those responsible to be brought to fair trail.
Ukrainian servicemen ride on an armored personnel carrier in Vodyanoe village near Donetsk, 10 April 2015 (EPA/OLEG PETRASYUK)
In Kiev, a comrade of Branovytsky said he witnessed his killing.
Yury Shkabura, 42, told Reuters television he heard a doctor tell Pavlov that Branovytsky needed medical attention at hospital.
He said: "Five minutes later, Motorola came back and shot him twice. He stepped back and said: 'I have already cured him'."
A medical certificate produced by the soldier's mother has stated he died from two bullet wounds in his head.
Ukrainian State Security official Vasil Vovk has said Kiev authorities want Pavlov on an international wanted list.
He said: "This person will bear responsibility for crimes against humanity, torture, murder of Ukrainian citizens including servicemen of the Ukrainian armed forces."
More than 6,000 people have been killed since fighting broke out last year between pro-Russian separatists and Ukrainian forces.
A ceasefire was brokered two months ago, although both sides have accused each other of intensifying attacks in eastern terrorities.
