Khamenei donned a coat and hat and strolled around the southeastern city with a top local official during a surprise visit there on Friday, according to the conservative Ressalat newspaper.
Following the tour, the all-powerful leader urged local officials to speed up reconstruction efforts.
His office also upped the death toll from 30,000-35,000 to 41,000-45,000.
The ancient city was destroyed in a massive earthquake on 26 December measuring 6.8 on the Richter scale.
"Only a few officials were aware of the visit and when residents saw the local official they approached him and told them of their problems, without realising the Guide was there," reported the Javan newspaper.
There were several complaints over aid distribution, it added.
President Muhammad Khatami and Khamenei visited Bam after the quake to inspect damage and rescue work.