Dressed in a dark suit and red tie, the former world boxing champion assumed his new title at Kiev's city hall, which has been controlled by pro-European protesters since December.
"Change in our country will come from the capital, from Kiev," said Klitschko, who won 56.7 percent in the election for mayor, held at the same time as the presidential polls on May 25.
"Kiev will become a true European capital," Klitschko vowed.
"I declare a policy of zero tolerance on corruption," he said, promising an audit of all services provided by the authorities.
"I don't promise it will be paradise in this city from tomorrow. We have many problems we need to solve together."
Klitschko, who heads the pro-European Udar party, emerged as one of the leaders of the movement that ousted former president Viktor Yanukovych this spring, ending an administration widely seen as tainted by graft.
He initially ran for the presidency but withdrew to put the weight of the pro-European camp behind front runner Petro Poroshenko, who ended up with a 54.7 percent majority and was sworn in on Saturday.
"I am happy that our alliance with Petro Poroshenko has secured such a level of confidence among the people of Kiev," Klitschko said.
"The cooperation of the president, the Udar party and other democratic forces in parliament will enable us to put in place a programme of change."