"We will kill everyone on the battlefield. Take no more prisoners of war!" Prigozhin said in an audio recording on Sunday.
He was reacting to a Wagner-affiliated Telegram channel posting of an alleged recording of what it said were two Ukrainians deciding to shoot a Russian prisoner of war.
"We don't know the name of our guy shot by Ukrainians," Prigozhin said, adding that under international law his group was obliged to "take care, treat, not hurt" any prisoners of war.
He said his group did not want to breach international law. However, his order to kill all soldiers on the battlefield is in violation of the globally recognized "Geneva Conventions" specifying lawful treatment of combatants and prisoners of war.
Moscow and Kyiv have repeatedly accused each other of killing prisoners of war since Russian President Vladimir Putin sent troops to invade Ukraine more than a year ago.
Ukraine's President Volodymyr Zelenskyy in April denounced Russian "beasts" after a video appeared to show the beheading of a Ukrainian prisoner.
Prigozhin denied accusations from a Russian NGO and a Wagner deserter that members of his fighting force were responsible.