In reference to Tehran's nuclear programme, he was quoted on state television on Tuesday as saying: "Our policy is clear, progress with clear logic and insisting on the nation's right without any retreat."
Iran dismissed media reports last week that it might be ready to freeze atomic fuel manufacturing work for 90 days to allow direct negotiations with the US and other major powers.
The US, Russia, China, France, Britain and Germany agreed in London on Friday to discuss possible UN Security Council sanctions to punish Iran for failing to heed demands to halt uranium enrichment.
Iran had earlier suspended enrichment under a deal agreed with the European Union but that deal broke down last year.
"Two years ago, when we started suspending uranium enrichment, if we didn't experience that path, we would have blamed ourselves for not testing that path," Khamenei told a meeting of high-ranking government officials including Mahmoud Ahmadinejad, the Iranian president.
"But today, we are going ahead with courage because no one can provide an acceptable reason why Iran's nuclear path is wrong, as we have experienced the other path."
Dignity with prudence
Iran says its nuclear programme will be used only for peaceful purposes and not, as the US alleges, to make atomic weapons. Enrichment produces fuel that can be used for either purpose.
"Iran has always taken advantage of any possibility to negotiate and cooperate in the field of nuclear energy and it will continue this policy"
"Iran has always taken advantage of any possibility to negotiate and cooperate in the field of nuclear energy and it will continue this policy," Ahmadinejad told the same meeting, the television said.
"Iran's proposal is an appropriate framework for cooperation in the nuclear issue and the Iranian nation will continue the path of dignity with perseverance and prudence without any fear."
He was apparently referring to Iran's response to a package of proposals offered by six world powers aimed at encouraging the Islamic Republic to suspend enrichment.
Javier Solana, the EU foreign policy chief, has been trying to coax Iran into halting the atomic work but after recent talks said Iran had given no commitment to stopping enrichment as demanded by the UN Security Council.
While Washington, backed by the UK, is lobbying hard for sanctions, Russia and China have opposed this route and emphasised dialogue over punishment.
Leaders from the six powers are due to discuss a menu of sanctions on Wednesday via video conference.
Sean McCormack, the US State Department spokesman, said discussions would begin "in earnest" later this week on a UN sanctions resolution against Iran.