Mr Zuckerberg's interview comes alongside the publication of a 5,500-word letter, external he has written about the future of Facebook and the global economy.
In it Mr Zuckerberg quotes Abraham Lincoln who spoke of acting "in concert", and talks about "spiritual needs", civic engagement and says that many people have "lost hope for the future".
"For a couple of decades, may be longer, people have really sold this idea that as the world comes together everything is going to get better," he said.
Ahmed: Zuckerberg lays out his vision
Zuckerberg's manifesto on Facebook and the future, external
Read highlights from the interview with Facebook's founder
Facebook AI 'will identify terrorists'
"I think the reality is that over the long term that will be true, and there are pieces of infrastructure that we can build to make sure that a global community works for everyone.
"But I do think there are some ways in which this idea of globalisation didn't take into account some of the challenges it was going to create for people, and now I think some of what you see is a reaction to that.
"If people are asking the question, is the direction for humanity to come together more or not? I think that answer is clearly yes.
"But we have to make sure the global community works for everyone. It is not just automatically going to happen.
"All these different kinds of institutions, whether they are governments, or non-profits, or companies, need to do their part in building this infrastructure to empower people so that it creates opportunities for everyone, not just some people.
"If you are upset about the direction things are going in, I hope you don't just sit around and be upset, but you feel urgent about building the long term infrastructure that needs to get built," Mr Zuckerberg said.
Would you like to meet President Trump? I asked.
"I would like that not be the focus of this. I don't really have much comment on that. It somewhat detracts from the focus of what we are trying to do here."
There has been speculation that Mr Zuckerberg could be contemplating a political career, and even suggestions that he will run for US president in 2020 - rumours he has flatly denied.
I said the political tone of the manifesto would do little to dampen speculation about where he sees himself longer term.
Could he imagine himself going into politics? "I am not doing that now, it's not the plan," he said. "The thing I really care about is connecting the world."
Facebook has been attacked for not doing enough to tackle "fake news" - untrue stories which claimed, for example, that the Pope backed Mr Trump - which have appeared prominently on its news feeds.
In Germany, there has been controversy after a Green MP was quoted in a Facebook post defending an asylum seeker from Afghanistan who had raped and murdered a German student.
The MP, Renate Kuenast, had never said what was attributed to her by a right-wing extremist organisation.
Ms Kuenast said she found it hard to accept that "Zuckerberg earns billions, shows off with all his charitable donations, and at the same time allows Facebook to become a tool of extremists".
Mr Zuckerberg said he understood the importance of tackling fake news.
Some may argue there is a question of legitimacy here, that no one voted for Mark Zuckerberg and question his right to outline - and attempt to execute - a vision of the world.
And what about those controversies over taxes paid, or privacy, or vast profits in an age when inequality is as much a factor behind the present dim view of many in the political and business establishment as any perceived failures of globalisation.
"There are a lot of areas that I know we need to improve and I appreciate the criticism and feedback and hope we can continue to do better on them," Mr Zuckerberg said, pointing out that he is donating 99% of his Facebook shares - worth £36bn ($45bn) - to the charitable foundation he runs with his wife, Priscilla Chan.
"Being a good corporate citizen is really important," he said. "We operate in a lot of different countries all around the world.
"We need to be help build those communities and that is what I am trying to do in my personal philanthropy - setting an example hopefully for other entrepreneurs who will build things in the future for how you should give back to the community and to the world.
"I care deeply about all of this, and it is a work in progress."