Khamenei's flag-draped coffin, and those of his family killed on February 28 in an airstrike at the start of the war launched by Israel and the United States, will be carried on board a truck.
They will be taken through the streets of Tehran on their way to Mehrabad International Airport.
In a show of public devotion to the state and revolutionary zeal, the Islamic Republic is staging a week of mass funeral processions for Khamenei, including taking his remains to Shi'ite religious sites in neighbouring Iraq.
Iran's theocracy plans to see large crowds attend the ceremony across the city to show popular support for the government.
Iranian state television reported the procession had started.
Authorities have shut down streets, airspace and daily life for the mourning, which will end Thursday as the 86-year-old Khamenei is buried at the Imam Reza shrine in Mashhad, his birthplace.
Three sons of Khamenei prayed beside his coffin and those of four other family members but Mojtaba, the son who succeeded him as Iran's supreme leader, did not make an appearance.
State TV showed Mostafa, Meysam and Masoud Khamenei praying behind the coffins laid out in the vast courtyard of Tehran's Imam Khomeini Grand Mosalla, a sprawling religious complex.
The conflict, which raged for several weeks before the sides reached a shaky ceasefire, has caused death and destruction across the region and left Iran's theocratic government, backed by the Islamic Revolutionary Guards Corps, in power.
The US is meanwhile pressing ahead with negotiations with Iran aimed at fully reopening the Strait of Hormuz, rolling back its disputed nuclear program and reaching a permanent end to the war.
Talks appear to be on hold until after the burial.
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