He said Iran had agreed to the talks to "break the hostile atmosphere" with the international community.
Iran and six world powers are working to agree a deal to replace an interim accord that expires in July.
Iranian Foreign Minister Javad Zarif said the two sides were up to 60% in agreement after latest talks in Vienna.
A senior US official was less upbeat but said all sides were committed to keep trying.
The US, Russia, China, Britain, France and Germany want to see Iran scale back its enrichment of uranium, which they fear could be used to make a nuclear bomb.
Tehran says its nuclear work is purely peaceful and hopes to agree a deal in return for a permanent lifting of sanctions.
Javad Zarif and EU High Representative Catherine Ashton said in a joint statement on Wednesday that their third round of talks since November had included "substantive and detailed discussions covering all the issues which will need to be part of a Comprehensive Agreement".
They will meet again in May for a fourth round of talks to "bridge the gaps in all the key areas and work on the concrete elements of a possible" agreement, the statement said.
Iran insists that its enrichment programme is for energy and medical purposesAyatollah Khamenei told a gathering of nuclear scientists that Tehran agreed to the talks to show the international community that it was not seeking nuclear weapons.
"These talks need to continue but all must know that despite continuation of the talks, activities of the Islamic Republic of Iran in the field of nuclear research and development won't be halted at all."
Telling negotiators not to "accept any coercive words from the other party," he said: "None of the country's nuclear achievements can be stopped, and no-one has the right to bargain over it."
Under the interim agreement, which was agreed in January, Iran froze certain nuclear activities for six months in exchange for a partial lifting of sanctions.
The world powers now want Iran to agree to permanently reduce the scope of its enrichment programme and to give UN inspectors more oversight.
So far, the six world powers have been united in their negotiations but Russia's annexation of the Crimean peninsula from Ukraine last month has caused tension between Moscow and the West.
Russia and Iran are said to be negotiating an oil-for-goods deal thought to be worth up to $20bn (£12bn), which the US says would undermine the nuclear talks.