The Tehran events alone are expected to attract more than 10 million mourners from across Iran, with strict security measures imposed and official media warned of a risk of crowd crushes.
Iran's official news agency Irna reported on Sunday that more than 4,000 people had visited medical centres located in and near the Grand Mosalla - though no deaths had been recorded.
Images from the funeral show mourners being sprayed with mist to keep them cool and medics carrying an elderly woman away on a stretcher.
Khamenei's coffin is being displayed alongside those of four relatives who were killed in the strikes on Tehran, including his one-year-old granddaughter Zahra Mohammadi Golpayegani.
Throughout his rule, Ali Khamenei pursued a policy of confrontation with the West and for years provided support to anti-US and anti-Israel armed groups across the Middle East, including Hamas in Gaza, Hezbollah in Lebanon and the Houthis in Yemen.
After the processions through Tehran on Monday, Khamenei's coffin will be moved to Qom on Tuesday, then a significant Shia site in neighbouring Iraq on Wednesday, before the burial on Thursday in his north-eastern hometown of Mashhad.