Where did he ever say this? Its one thing taking over Eastern Europe but world domination? Not unless it fell into his lap - Stalin was an opportunist. Sure he wanted power, at any cost, and he used the defeat of Germany to the Soviet Union's advantage but he wasnt after world domination. Well, it he could have the world, would you think he would have refused? Sure, he wasn't after world domination, he didn't plan to dominate the world. Not because he chose not to conquer the world but because he understood what was feasible and what wasn't. Also, one biographer of Stalin said that he wished that the entire world to be covered by Soviet Red.
Pertinent to the topic: THE USSR AND TOTAL WAR: Why didn't the Soviet economy collapse in 1942? Mark Harrison
Coincidentally one biographer of de Gaulle said that he wished that the entire world to be covered by Bourgogne Red. "Today Côtes du Rhône, tomorrow the World", used he to say.