His comments come days after the US said it was modifying its plans for defences against Iranian missiles and shelving a long-range missile shield.
Western powers believe Iran is developing nuclear weapons under the guise of a civilian programme.
Six world powers are to hold talks with Iran on 1 October that are expected to cover global nuclear disarmament.
Ayatollah Khamenei's comments were seen as the first official response to the US decision to scrap a European missile initiative put forward by the former Bush administration to counter any long-range Iranian missile threat.
US President Barack Obama said the US would instead develop sea and land-based interceptors against Iran's short and medium-range missile threat.
But Ayatollah Khamenei said that the US knew it was "wrong" when it asserted that Tehran was pursuing a covert nuclear bomb.
"We fundamentally reject nuclear weapons and prohibit the production and the use of nuclear weapons," he said in a speech broadcast on state television.
Israeli assurance
Iran has always denied assertions from the US, Israel and other European powers that it is seeking to build nuclear arms.
Tehran insists its uranium enrichment initiative is for a purely peaceful civilian nuclear energy programme.
Meanwhile Russian President Dmitry Medvedev said on Sunday that Israel had assured him that it had no plans to attack Iran.
Mr Medvedev told US network CNN that Israeli President Shimon Peres gave the assurance during a visit to Moscow at the end of August.
According to a transcript of an interview released by the Kremlin, he said such a strike would cause a "humanitarian disaster" and be "the worst thing that can be imagined".
"My Israeli colleagues told me they were not planning to act in this way, and I trust them," he said.
The United States, Russia, the UK, France, China and Germany are set to attend international talks with Iran on 1 October.
The EU says it expects the meeting to take place in Turkey.
US Secretary of State Hillary Clinton has said Iran must answer concerns about its nuclear programme at the talks "head on".
But Ayatollah Khamenei said US accusations that Iran was "producing nuclear weapons" were "false".
"Despite friendly messages and words", the current US government was anti-Iranian, he said.
He also said the West must revise its policy.
"They must correct this," he said. "The Iranian nation is alert".
"They see and understand animosities and stand against them. The Islamic republic will not retreat."
