The city mayor of Kherson, Igor Kolykhayev, has confirmed Russian troops were in the streets.
There had been conflicting reports over the control of Kherson in the previous 24 hours.
While Moscow had claimed control, officials from the Ukrainian government denied this and said fighting continued.
But late on Wednesday, Mayor Kolykhayev told Reuters the city had fallen into Russian hands.
"There were armed visitors in the city executive committee today," he said in a statement.
"My team and I are peaceful people - we had no weapons, and there was no aggression from our side.
"I didn't make any promises to them ... I just asked them not to shoot people."
He warned Ukrainian civilians to only walk the streets during daylight and in ones and twos while pleading with Russian forces to not shoot at civilians.
"We do not have the armed forces in the city, only civilians and people who want to live here!" he said in the statement.
The Black Sea port of Kherson, the southern provincial capital of around 250,000 people, is strategically placed where the Dnipro River flows into the Black Sea and would be the first significant city to fall into Moscow's hands.