"Until today, what we have done has been in accordance with international regulations," Ayatollah Ali Khamenei said, according to the Associated Press. "But if they take illegal actions, we too can take illegal actions and will do so."
He did not specify what the illegal actions would be.
Iran is a signatory of the international nuclear nonproliferation treaty, but the country has since continued to pursue uranium enrichment, saying it is for civilian purposes.
The U.N. Security Council has threatened sanctions if Iran continues its program and was expected to vote on the matter this week.
The permanent members of the Security Council had appeared united over a set of sanctions last week, but the group's unity appeared to fray on Wednesday.
Russia, one of the five permanent members along with the United States, China, Britain and France, said Wednesday it would support gradual sanctions, not "excessive" ones.
"We earlier agreed to act on Iran gradually and proportionately. ... We will not support excessive sanctions," Foreign Minister Sergei Lavrov told the lower house of Russia's parliament, Reuters reported.
Russian officials have said they agree with Western concerns about a nuclear-armed Iran but believe constructive engagement is a better policy than backing Tehran into a corner.
In Washington, U.S. Undersecretary of State Nick Burns actually praised Russia for its role in the nuclear standoff, crediting the historic ally of Iran for delaying the delivery of nuclear fuel.
"Russia's actions over the last week have been very important," Burns told Congress. "It's our appreciation that the Russian government does not want to see Iran get nuclear weapons."
But regardless of the possible unity among the permanent members, several developing nations have spoken out against sanctions, offering new proposals the Security Council may consider when it votes.
South Africa, Qatar and Indonesia have offered amendments to the proposed U.N. resolution. South Africa's amendment would institute a 90-day "time out" on sanctions against Iran. Qatar's proposal reportedly would call for a Middle East region free of weapons of mass destruction and the missiles to deliver them -- a reference to Israel which is generally thought to have nuclear weapons even though it has never confirmed nuclear capabilities.