Suggestions that General Qassem Soleimani had been hurt or killed were widespread in recent weeks.
The Guards denied them repeatedly and said they were part of a "psychological war".
Iraq PM says country has sufficient forces to fight IS
"This (martyrdom) is something that I have been seeking in the plains and the mountains," the general was quoted as saying by Tasnim news agency in comments he reportedly made at his Tehran office on Monday.
Exiled Iranian opposition group Mujahedin-e-Khalq said on Saturday he had suffered severe shrapnel wounds on Aleppo's southern front in Syria two weeks ago and had been hospitalized in Tehran.
As commander of the Quds Force, which plays a leading role in fighting in Iraq and Syria, the general reports directly to Iran's Supreme Leader Ayatollah Ali Khamenei.
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Once a reclusive figure directing covert operations abroad, Soleimani now enjoys almost celebrity status among Shias, with Iraqi fighters and Syrian soldiers posting selfies with him from the battlefield on social media.
He played a role in organising Iraqi militias to fight Islamic State after the group captured large swathes of the country last year.
He is also credited with delivering the strategy that has helped Syrian President Bashar al-Assad turn the tide against rebel forces.
Iran general Soleimani lightly wounded in Syria
Iran is the main regional ally of Assad and has provided strong military and economic support to him during Syria's four-year-old civil war.
Soleimani's visit to Moscow in July was widely seen as the first step in planning for a Russian military intervention that has reshaped the war and forged a new Iranian-Russian alliance in support of Assad.
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