TV showed Khamenei, 82, receiving what it said was the COVIran Barakat vaccine, developed by a state-affiliated conglomerate and approved for public use earlier this month.
Iran, with a population of 83 million, has recorded 83,588 deaths from coronavirus, the highest toll in the Middle East.
The government of outgoing President Hassan Rouhani has blamed a so-far slow vaccination drive on U.S. sanctions hampering efforts to buy foreign vaccines and on delays in deliveries.
The country launched human trials of COVIran in December and has since started clinical trials of at least three other vaccines.
In January, Khamenei banned health officials from importing U.S.- and British-made vaccines, which he said were unreliable and might be used to spread the infection to other nations.