Harper has been a vocal supporter of Ukraine since the start of a political crisis in the country that saw Russian-backed rebels seize control of Crimea and much of Ukraine's industrial heartland in the east of the country.
Yatsenyuk, in an interview with Rosemary Barton, host of CBC News Network's Power & Politics, said he doesn't want Ukraine to be a divisive issue in Canada or the world, and asked for a bipartisan approach.
"My message to everyone in Canada: look, it's not just about Ukraine, it's about all of us. It's about Canadian security too," Yatsenyuk said.
The Ukrainian politician was in Ottawa Tuesday for his first visit to Canada since taking office as prime minister. Earlier in the day, he met with Harper and the two announced Canada and Ukraine had reached a free trade agreement.
Yatsenyuk called the Conservative government "very strong, forward-leaning," and said Harper and others have been using "the tough right language" and taking the right steps regarding the dispute between Ukraine and Russia, which denies any involvement in the conflict.
"This is about the values. And my feeling is that your government did everything they believe in. They believe that Russia is an aggressor. They believe that Ukraine is a victim. They believe that the world has to support Ukraine and Russia is to pay the price. So they did what they believe in," he said.
Request for weapons
Last winter, Ukrainian deputy foreign minister and former ambassador to Canada Vadym Prystaiko said his country wanted Canada to send lethal weapons.
Speaking to CBC Radio's The House, Prystaiko acknowledged Canada has been helping train Ukrainian soldiers, but said the country needed "weapons to allow us to defend ourselves."
Yatsenyuk concurred, saying Ukraine would "definitely" find Canadian weapons or ammunition to be helpful. He said there are ongoing talks with different countries about how to increase military co-operation.
"You know, it's not just about Ukraine. This is not the Ukrainian case study. This is the global challenge. And Ukraine is just the battlefield. A battlefield for the bright future and the battlefield against the Russian-led aggression. We are fighting against Russians and we protect European borders. Russia poses a threat to Canada too, and not only to Canada but to NATO allies.
A Globe and Mail report last month quoted Canadian Defence Minister Jason Kenney saying he had ordered an inventory of Canadian equipment and found Canada had no useful or operable equipment to send to Ukraine.