"The Americans have not respected their commitments," he said in the speech for Nowruz in the northeastern city of Mashhad.
The United States has lifted sanctions "on paper" under Tehran's nuclear deal with world powers that came into effect in January, "but they are using roundabout paths to prevent the Islamic republic from achieving its targets", Khamenei said.
"They have said they lifted the sanctions... But, in fact, they are working to prevent the lifting of sanctions from taking effect," he said.
But Khamenei said the Western allies of Washington remained "afraid" of dealings with Iran.
More From This Section
"Today, in all the Western countries which are under their influence, banking transactions come up against problems," he said.
"When we investigated, we realised that they are afraid of the Americans."
In a pre-recorded television address broadcast earlier today, he said: "The economy must be our priority."
The end of the 13-year standoff over Iran's nuclear programme has raised expectations of recovery after years of economic difficulty, including high inflation which dramatically reduced Iranians' purchasing power.
But although international oil sales have resumed and exports risen since January, the price of crude means receipts have been low and growth remains weak.