General Zaroff seems, on the surface, to be a mannered, cultured individual. It is only his ideas and actions that show him to be a truly amoral man, almost a sociopath, as he cares nothing for the lives of other people, not even his own servants.
"The weak of the world were put here to give the strong pleasure. I am strong. Why should I not use my gift? If I wish to hunt, why should I not? I hunt the scum of the earth: sailors from tramp ships--lassars, blacks, Chinese, whites, mongrels--a thoroughbred horse or hound is worth more than a score of them."
(Connell, "The Most Dangerous Game," classicshorts.com)
Zaroff cares more for his own comfort, or for the monetary value of an animal, than for human life. Even though Rainsford expressed a similar philosophy at the start of the story, his classification of the world does not include hunting humans for sport. Rainsford believes humans to be more important, and more valuable than animals; Zaroff believes them to be the same except for a human's ability to reason, and so there is no moral problem with using them for prey.
General Zaroff makes several statements that show he is evil. During his discussion with Rainsford over drinks, Zaroff excitedly talks about the animal he hunts, emphasizing that this animal reasons. When Rainsford states that is no animal that can reason Zaroff says, "Dear fellow,...there is one that can." Rainsford finally understands Zaroff is referring to hunting humans.
Zaroff goes on to justify hunting humans by telling Rainsford he hunts "the scum of the earth: sailors from tramp ships--lassars, blacks, Chinese, whites, mongrels..." What makes this statement worse is his belief that these people are less important than Clearly, General Zaroff has no remorse for killing human beings for the sake of "sport." He then goes on to say "a thoroughbred horse or hound is worth more than a score of them."
When Rainsford asks how Zaroff finds his victims in such a remote location, Zaroff points out to some beacons in the water. "They indicate a channel," he said, "where there's none; giant rocks with razor edges crouch like a sea monster with wide-open jaws. They can crush a ship as easily as I crush this nut." This admission that Zaroff not only hunts humans, but he also ensnares them clearly shows his evil nature.