Speaking in Parliament, he outlined some of the reform measures already taken across a range of areas, including the country's economy and its judicial system.
"This reform process is truly difficult, but it is the only way forward for the country," said the parliamentarian, who also made an appeal to Western leaders "not to leave Ukraine."
Yatsenyuk was appearing at a meeting of the foreign affairs committee on Wednesday and, later, held meetings with European Parliament President Martin Schulz.
The two men are believed to have discussed the ongoing civil war in the east of Ukraine along with other issues, including visas.
Support for Ukraine's reform effort came from committee Chair Elmar Brok, who told Yatsenyuk that he regarded the fight against corruption as particularly important.
Ukraine's Donbass region is still mired in a long-running bloody conflict between Russian-backed separatists and those loyal to Kyiv.
Brok said, "Yes, the reforms are very difficult but we want to send a positive message to Ukraine. What is also important is that the situation in Ukraine is stabilised."
Yatsenyuk, who has assumed the role of Kyiv's unofficial envoy to the west, was in Brussels for talks, including on visa liberalisation.
A final decision on visa liberalisation for Ukraine to the EU's Schengen zone is likely to be made by the end of the year.
Both member states and the European Parliament have given the initial green light for a visa-free regime for Ukraine.
But the two institutions have been locked in protracted negotiations over a mechanism that would allow the EU to suspend visa-free travel in emergency cases. A deal would allow Ukrainians to travel to the EU without visas for a period of up to 90 days in any 180-day period.
Yatsenyuk's visit to Brussels comes ahead of a report by EU auditors who will assess whether European Commission and European External Action Service assistance was effective in supporting the reforms in Ukraine. They have examined the areas of public finance management, the fight against corruption and the gas sector between 2007 and 2015.
A report on the issue by the European Court of Auditors (ECA) will be issued next week.
EU-Ukraine cooperation is part of the European neighbourhood policy and its eastern dimension, the eastern partnership. From 2007 to 2015, EU financial assistance comprised €1.6bn in grants, half of this in the form of budget support, and €3.4bn in macro-financial loans.
The ECA says Ukraine has a record of poor economic performance since independence in 1991. Positive economic growth rates in the early 2000s were severely impacted by the 2008 global crisis and have struggled to recover ever since.
An ECA source said, "Ukraine's state finances have deteriorated over the years, mainly due to the mismanagement of public funds. In addition, the revenue side of the state budget is negatively affected by a significant shadow economy.
"Despite reform efforts, Ukraine is still perceived as the most corrupt country in Europe. Vested interests influence public policy-making. Oligarchic clans continue to exert a dominant influence on Ukraine's economy, politics and media."