The warning came as Iranian negotiators took part in the second day of talks in Vienna, where they are seeking a framework for negotiations to reach an accord that would also allow Iran to maintain civilian nuclear activities.
"The red lines of the establishment must be preserved in the negotiations so that the national pride is not damaged," said hardline Guards commander General Mohammad Ali Jafari, ISNA news agency reported.
He did not elaborate on what the limits might be.
But according to a senior official in the US administration, Washington will seek to address these issues in a comprehensive deal.
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The scheduled three-day meeting between Iran, the United States, China, Russia, Britain, France and Germany builds on an interim deal struck in Geneva in November that has put temporary curbs on Tehran's nuclear activities in exchange for modest sanctions relief.
According to Jafari, the lifting of sanctions topped Iran's negotiating team's agenda.
According to Mehr news agency, he also said: "I do not know what will happen ... It seems we will encounter problems at the talks, which I hope we will not."
The Geneva deal that came after a decade of failed initiatives has been criticised by regime hardliners, including various Guards commanders, who argue Iran's gains do not offset what it has given up.
Pointing to his deep mistrust of the United States, Khamenei said he was not optimistic about a comprehensive deal that would allay Western concerns that Iran's nuclear activities mask a military objective, despite denials in Tehran.
Khamenei said he thought talks would "go nowhere" but added he was not against the negotiation process either.
Jafari said with Khamenei's guidelines Iran will come out as "will be victorious either way" in the talks.
"The objectives of the talks is to lift the pressure of sanctions ... Or that government officials will lose hope in the negotiations and will instead turn their focus on domestic capacities to confront the sanctions," ISNA quoted him as saying.