"But in this nation which is moving firmly ... this ship did not find any agitation in stormy sea.
"I do believe with the help of God this nation will reach all of its high objectives."
Khamenei said that the "great accomplishment" of the 85 per cent turnout at the presidential poll on June 12 conveyed the legitimacy of the country's leadership and "people's solidarity with their establishment."
"If people do not feel free they will not attend the voting stations, trusting the Islamic establishment was evident in this vote."
Khamenei denied claims by the foreign media that the poll was a fight between inside and outside the establishment, saying "it is only differences of opinion within the establishment."
"The enemies know that without confidence there would be low turnout. When there is low turnout then the legitimacy would be in doubt. That is what the enemy wants."
Thousands of people amassed outside the packed hall and cheered Khamenei.
Iran has been in a state of political unrest since the presidential election, when Mahmoud Ahmadinejad, the incumbent president, was declared the winner.
Opposition figures have said that the vote was rigged and hundreds of thousands of Iranians have held daily street protests since the poll results were announced.
It was a rare public address by Khamenei who usualy only speaks in public at the end of Ramadan and the anniversary of the Iranian revolution, which brought the theocracy to power.
Friday's public address was Khamenei's first since the election.
Khamenei has the final say in all of Iran's affairs under the constitution, and thus has the authority to annul elections and establish new polls.
The sermon was delivered amid reports of a developing split between Khamenei and Ayatollah Hashemi Rafsanjani, who heads the powerful Assembly of Experts, which in theory has the constitutional right to replace the supreme leader.
Mir Hossein Mousavi, Ahmadinejad's closest rival, told a huge crowd of protesters on Thursday that a rally scheduled for Friday would not take place.
He said that his supporters should ready themselves for a large march on Saturday afternoon, from Tehran's Revolution Square to Freedom Square.
The protests have continued despite the Guardian Council - a body of top Iranian clerics - saying it was investigating 646 complaints of poll violations submitted by Mousavi and two other defeated presidential candidates.
The council, which oversees elections, also invited the trio of defeated candidates to set out their grievances on Saturday, with a decision about any possible recount of the vote expected on Sunday.
Officials have barred the foreign media from covering such "unauthorised" events, as protests.
A shut down Internet sites and mobile telephone text services has also been put in place in an attempt to bring the rallies under control.
Despite these measures, violent scenes of police beating Mousavi supporters taken on mobile phones have been broadcast on news bulletins across the world, though the authenticity of such footage often cannot be verified.