"We believe nuclear weapons must be abolished and we have no intention of building" such weaponry, Khamenei said in remarks posted on his website leader.ir.
But, Khamenei said, "if Iran had such intentions, the US could in no way prevent it" from building an atomic bomb.
The West and Israel suspect the Islamic republic is masking the development of a nuclear weapons capability under the guise of a programme Iran insists is purely aimed at peaceful purposes.
US President Barack Obama on Tuesday urged Iran to "recognise that now is the time for a diplomatic solution" to the nuclear standoff.
"And we will do what is necessary to prevent them from getting a nuclear weapon," Obama said.
Khamenei's remarks come less than two weeks before a major meeting between Iran and six world powers -- the United States, China, Russia, Britain, France and Germany -- seeking to curb its nuclear activities.
Decisions about Iran's disputed nuclear drive rest with Khamenei, who has declared possession of atomic weapons as a "sin" banned by religion.
Khamenei on Saturday repeated that claim, saying Iran's stance on weapons of mass destruction was not taken "because the US is unhappy, but because it is based on a religious belief that nuclear weapons are a crime against humanity."
Iran has spurned UN Security Council demands to abandon its uranium enrichment programme, a process that can be used for peaceful atomic purposes as well as for making the core of a nuclear bomb.
The UN atomic watchdog, meanwhile, says "overall, credible" evidence exists that until 2003, and possibly since, Iran conducted nuclear weapons research despite its repeated denials.
Israel, the sole but undeclared nuclear state in the Middle East, has refused to rule out a military strike against Iran.