"I will destroy anyone who tries to hinder our decisions," Presdient Assad told Mr Hariri during a meeting in Damascus, Mr Khaddam told Dubai-based television Al-Arabiya in an interview from Paris.
Mr Khaddam said the meeting took place a few months before Mr Hariri was killed in a Beirut bomb blast on February 14, which a UN investigation implicated Syrian intelligence in.
The Syrian intelligence services could not have carried out such an operation without Mr Assad being informed, Mr Khaddam said.
"We must await the results of the investigation, but no Syrian security service could take such a decision unilaterally," he said.
Mr Khaddam said he had advised Rafiq Hariri "to leave Lebanon because his situation regarding Syria had become complicated" in the wake of the threat. "But, of course, at no time did it occur to me that Syria could assassinate Hariri."
In late March, Syria denied a report from a UN fact-finding mission that Mr Assad had threatened both Mr Hariri and Lebanon's Druze leader Walid Jumblatt if they opposed the policies of Damascus, the former powerbroker in Lebanon.
Mr Khaddam also praised the work of Detlev Mehlis who led a UN probe into the bomb blast that killed Mr Hariri and 20 other people.
The outgoing chief of the probe said in an interview with an Arab newspaper published in mid-December that he was convinced that Syria was responsible for the murder.
In an interview with CNN in October, Mr Assad vehemently rejected any notion he had played a personal role in the assassination.
President Assad claimed he had only found out about Mr Hariri's assassination "from the news ... in my office" and that any Syrian found guilty should be punished.
In the Al-Arabiyah interview, Mr Khaddam, widely regarded as the architect of his government's Lebanon policy before its troop pullout, also announced the reasons for his resignation in June and his break with the Syrian regime.
He said he was "convinced that the process of development and reforms, be they political, economic or administrative, will not succeed" and preferred to choose "the motherland" over "the regime".
"I have many things to say, serious things, when the time is right," he said, adding however that his relationship with Mr Assad remained "amicable".
The vice president first asked to resign at a congress of Syria's ruling Baath party in June.
At the time, he criticised Syrian foreign policy leading up to the withdrawal from Lebanon under international pressure over the Hariri assassination.
Mr Khaddam was also close to former interior minister Ghazi Kanaan, for 20 years Syria's intelligence chief in Lebanon, who committed suicide in October.
Lebanese media speculated at the time that Mr Kanaan had been killed because he was about to spill the beans on Rafiq Hariri's killing.
Mr Khaddam now lives in Paris, where he said he was writing a book and had received no threats since leaving Syria in the summer.