In an unprecedented step last month, the Islamic republic publicised Khamenei's hospital treatment, which followed years of widespread rumours that he had prostate cancer.
His surgery on September 8 was described as successful and since being released he has been pictured in official meetings but not as prominently as in Friday's two minutes and 35 seconds video.
"This was the first time I could go for a hike after my surgery and it was recommended by my doctors," Khamenei was quoted as saying on his khamenei.ir website.
Wearing white training shoes and a short coat over his robes as he trekked on a hill road, the supreme leader was accompanied by several aides in the early morning in hills in northern Tehran.
The 75-year-old cleric, who has ruled since the death in 1989 of Islamic republic founder Ayatollah Ruhollah Khomeini, is a keen hiker and has encouraged others to spend time in the outdoors.
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"I decided to go because it is still not that cold. Coldness and winter makes it difficult for me," he said.
As Iran's supreme guide, Khamenei has the final word on all matters of state, and his authority far exceeds that of the country's elected politicians, including President Hassan Rouhani.
In 1981, he survived an assassination attempt that left his right arm paralysed.
His surgery last month took less than half an hour but several days of recuperation that followed meant he had to curtail his official schedule.
Khamenei's powers include direct control of the regime's media apparatus -- through state television and radio -- and he would have personally taken the decision to publicise his surgery.