On Sunday, it was confirmed US-Israeli strikes killed Khamenei, who has served as Iran's supreme leader since 1989 and has been accused of orchestrating numerous human rights abuses.
Tehran has launched counter attacks on a number of countries, with the Middle East region on high alert.
Iran's national team are preparing for Monday's Group A opening game against South Korea on the Gold Coast, and will play Australia and the Philippines later in the group stage.
Only three questions were taken in Iran's pre-match press conference with coach Marziyeh Jafari and captain Zahra Ghanbari, with a journalist broaching the topic of Khamenei's death.
The question was first asked in Farsi, then in English, with the journalist saying: "I would love to know your feeling at this moment regarding the killing of Ali Khamenei before your match with South Korea and during this tournament."
Jafari answered in Farsi before an AFC media representative, who did not translate her response, interjected with "OK I think that's all for your question. Thank you for asking. Let's just focus on the game itself" and asked for the next question.
The remainder of the press conference focused on football, while players also had the chance to survey the Gold Coast Stadium and were seen taking photos together on the pitch.
The team has had to prepare for the tournament amid a wave of anti-government protests in Tehran, which have been met with violent crackdowns.
But both coach and captain played down any concerns over their preparation.
"In Iran, we had players that were playing in the league and they were prepared by the league competitions," Jafari said through a translator.
"After that we joined together at two or three training camps and then we came to Australia.
"Here we had two or three full training sessions and I hope that tomorrow we can show you a very nice match."
Ghanbari added, also through a translator: "We had a very good situation in Iran, preparing our team.
"We come here with good preparation. For tomorrow's match we do our best concentration to show a very good match and a good result."
It is world No.68 Iran's second appearance at the Asian Cup, which doubles as qualifying for the Women's World Cup.
"It's the second time I have participated at this great tournament," Ghanbari said.
"I do believe that this tournament is so great and really great teams are participating here, very experienced teams are participating at this competition.
"We really want to qualify for the World Cup and we know that Korea, Australia and the Philippines are tough games here.
"But we really want to qualify from our group and we want to do our best to qualify for the World Cup. We wish to qualify for a World Cup."
