Twenty-one people have been killed and hundreds arrested in days of unrest, the biggest test for the Islamic-controlled government in years.
Security forces are struggling to contain the boldest challenge to the country's clerical leadership since unrest in 2009.
Hundreds of protesters have been arrested in the capital Tehran, and hundreds of others have been detained around the country.
Judicial officials say they will be severely punished.
Speaking on Iranian state television, Mr Khamenei has blamed foreign enemies for the unrest.
He has not identified any particular foreign countries, although United States president Donald Trump has been tweeting his support for the protests.