Assange, a 40-year-old Australian, asked for asylum under the U.N. human rights declaration, The Guardian reported.
"I can confirm I arrived at the Ecuadorian Embassy and sought diplomatic sanctuary and political asylum," the British newspaper quoted him as saying.
"This application has been passed to the Ministry of Foreign Affairs in the capital Quito. I am grateful to the Ecuadorian ambassador and the government of Ecuador for considering my application."
The Internet whistle-blower is free on bail in England while fighting extradition to Sweden.
The Ecuadorian Embassy confirmed Assange's arrival and application for asylum.
"We have immediately passed his application on to the relevant department in Quito," the embassy's statement said. "While the department assesses Mr. Assange's application, Mr. Assange will remain at the embassy, under the protection of the Ecuadorian government.
"The decision to consider Mr. Assange's application for protective asylum should in no way be interpreted as Ecuador interfering in the judicial processes of either the United Kingdom or Sweden."
Ecuadorian Foreign Minister Ricardo Patino said Assange had written to President Rafael Correa saying he was being "persecuted" and was not being afforded "minimum guarantees in front of any government."
Patino said Assange told Correa he can't go back to Australia for fear he could be extradited to the United States in connection with the release of hundreds of thousands of secret U.S. Embassy documents, The Guardian said.
A U.S. soldier, Bradley Manning, is the only person charged in that case so far. Manning allegedly passed the documents to WikiLeaks.