Iranian hardliners - who have long opposed President Hassan Rouhani's moves to improve ties with the West - are already mobilising against the efforts to save the nuclear deal.
Zarif told Wang that maintaining the nuclear deal will serve Iran's interest.
The trip comes after U.S. President Donald Trump announced on May 8 that Washington was walking away from the agreement, officially called the Joint Comprehensive Plan of Action (JCPOA).
Khamenei said this week he is highly doubtful that Europe will provide the "real guarantees" needed for Iran to stay in the nuclear deal.
After their meeting, Zarif and Wang hailed the "comprehensive strategic partnership" between their countries, with the Chinese minister saying: "I hope and believe that these visits to multiple countries will. help protect Iran's legitimate national interests and peace and stability in the region".
Some analysts, however, accused him of doubling down on hawkish policies towards Iran.
"We will discuss the decision to be taken by Iran..."
In Beijing, Zarif will hold talks with foreign Minister Wang Yi on the future of the nuclear agreement, reports Interfax-Ukraine with reference to the Iranian media.
Earlier in the week, France, Germany and the United Kingdom expressed "regret and concern" over the US' withdrawal.
Before leaving, Zarif published a government statement on his Twitter page, slamming the "extremist administration" of President Trump for abandoning "an accord recognized as a victory of diplomacy by the global community".
On this weekend's broadcast of "Fox News Sunday", Secretary of State Mike Pompeo describe the nuclear deal with Iran as something that allowed the rogue nation to "act with impunity".
"The Chinese side is ready to support close contact and coordination with all the sides to the agreement. America's position in the global banking system and the punitive measures they could take on countries and businesses in Europe that do business in Iran". He noted another agreement with Iran should be signed.
"Now, even though hardline critics of the government say they support the president, they are predicting that this will shake the foundation of Rouhani's cabinet", added Basravi.