TEHRAN—Iranian Supreme Leader Ayatollah Ali Khamenei vowed further retaliation for the U.S.’s targeted killing of an Iranian commander, hours after striking military bases in Iraq that house U.S. forces, but stopped short of threatening a repeat of direct military action.

Ayatollah Khamenei, Iran’s top spiritual and political authority, said Iran’s end goal was to expel U.S. forces from the region.

“Last…

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