Earlier, President Hassan Rouhani had said Iran would not sign a final deal unless sanctions were lifted “on the first day” of implementation.
Last week Iran and world powers reached a framework agreement on the issue.
Since then, Iranian and US officials have been trying to persuade hardliners in both countries to back the deal.
The deal stipulates Iran must slash its stockpile of enriched uranium that could be used in a nuclear weapon, and cut by more than two-thirds the number of centrifuges that could be used to make more.
In return, UN sanctions and separate measures imposed unilaterally by the US and EU will be lifted as the global nuclear watchdog, the International Atomic Energy Agency (IAEA), confirms Iranian compliance.
In a statement on his website, Mr Khamenei said “it is possible that the untrustworthy side [the six world powers who negotiated the agreement] wants to restrict our country in the details”.
“I have never been optimistic about negotiating with America. While I was not optimistic, I agreed with this particular negotiation and supported the negotiators,” the statement went on.
Mr Khamenei also echoed comments made by Mr Rouhani earlier on Thursday about any possible deal.
“We will sign no agreement but the one that immediately abolishes all the economic sanctions on the first day of the implementation of the agreement,” Mr Rouhani said.
Mr Rouhani’s comments signal a difference in opinion with Western powers, who have said sanctions relief will be gradual and conditional on Iranian co-operation.
On Monday American officials made clear sanctions would have to be lifted in phases.
“It has never been our position that all of the sanctions against Iran should be removed from day one,” White House spokesman Josh Earnest told reporters.
The US state department has published what it sees as the parameters of the agreement, one of which states: “If at any time Iran fails to fulfil its commitments, these sanctions will snap back into place.”
The deal was celebrated by many in Iran but was dismissed by hardliners who say Iran surrendered too much in exchange for too little.
Similarly, some in the US Congress have been sceptical of the deal, while Israeli Prime Minister Benjamin Netanyahu has expressed fervent opposition.
May God Bless Nigeria, America And Israel And Take Care Of Us; May God Make His Face Shine Upon Us, And Be Gracious To Us; May The Lord Lift Up His Countenance Upon Us, And Give Us Peace, In Jesus Christ Name, We Pray! Amen!
May The Grace The Lord Jesus Christ, And The Love Of God, And The Fellowship Of The Holy Spirit Be With You All. Amen!