Vitali is kept informed of latest developments by means of regular phone calls from his brother while Yushchenko, who favours closer ties to the West rather than Russia, has been in touch to thank him for his support.
The Klitschko brothers made a special video expressing their backing for Yushchenko and had it smuggled to the Ukraine, where it was shown on television.
Vitali, a multi-millionaire, who has homes in Ukraine, Germany and Los Angeles, said: "We are very popular sportsmen in Ukraine and our opinion is very important to people. That's why we must speak out."
In the 3-2 defeat of Watford on Saturday, Sergei Rebrov, West Ham's Ukrainian star, wore an orange bracelet in support of Yushchenko's so-called 'Orange Revolution'. Klitschko has been parading in an orange sweater.
Klitschko fears a clampdown on freedoms gained since Ukraine became independent of the Soviet Union.
Klitschko explained: "Everybody was afraid to say anything before. Now our government tries to turn back to the same system like it was in the Soviet Union.
"I am not a politician. I am a sportsman. But it is very difficult for me, very painful."
Klitschko became WBC world champion when he beat Corrie Sanders in April. Williams won the right to face him after beating Mike Tyson.