Khamenei's flag-draped coffin, and those of his family killed February 28 in an air strike at the start of the war launched by Israel and the United States, sat on board a truck on Monday.
Authorities decorated the truck's side to resemble the ornamental grating that surrounds the shrine of an imam.
The truck crept through crowds of black-clad mourners, who reached out to touch the grating, with some throwing scarves and other items for attendants to brush against the coffin, a common practice in Iran seen as a blessing.
Attendants sprayed misted water across the crowds to cool them in the summertime heat.
The coffins would be taken through the streets of Tehran on their way to Mehrabad International Airport over a 12-hour journey, said Revolutionary Guard General Hasan Hasanzadeh, who is overseeing the procession.
Iran's theocracy plans to see large crowds attend the ceremony across the city to show popular support for the government.
Already, tens of thousands have gathered at squares in Tehran, waving flags and banners in Khamenei's honour.
Authorities have shut down streets, airspace and daily life for the mourning, which began Saturday and will end on Thursday as the 86-year-old Khamenei is buried at the Imam Reza shrine in Mashhad, his birthplace.
The US is pressing ahead with negotiations with Iran aimed at fully reopening the Strait of Hormuz, rolling back its disputed nuclear program and reaching a permanent end to the war.
Talks appear to be on hold until after the burial.
As the funeral has gone on, however, there's increasingly been threats from mourners to avenge Khamenei's death.
Mourners and the signs they carry have called for the killing of both US President Donald Trump and Israeli Prime Minister Benjamin Netanyahu.
Such signs were seen again on Monday along the procession's route, with one effigy of Trump being hanged.
US federal authorities have been tracking Iranian threats against Trump and other administration officials for years, stemming from Trump's ordering the 2020 killing of General Qassem Soleimani, who had led the elite Quds Force.
Iran has repeatedly denied plotting to kill Trump, though hardline propaganda footage long has suggested Trump was in Tehran's crosshairs.
Trump had promised to destroy Iran's civilisation during the war, among other threats.
"Today that we are here for the funeral for our leader, it's a very tough day," mourner Fatima Hassan said on Monday morning.
"We are not here to say goodbye to him, we are here for revenge. And we will take revenge."