Is there any chip which supports 802.11 along with 802.15.4
Yes, there are physical constraints against using 802.11 circuitry for 802.15-4 (ZigBee?) communication. The two specifications use different frequency bands for physical communications. 

For 802.11, Wikipedia mentions operating frequencies of 2.4 GHz, 3.6 GHz, 5 GHz and 60 GHz.

For 802.15-4, Wikipedia mentions operating frequencies of 868.0-868.6 MHz, 902-928 MHz and 2400-2483.5 MHz.

The above need not be comprehensive lists, but they are indicative, that the RF bands are entirely distinct. This means antenna length and RF reception support circuitry have to be very different. 

In addition, the RF signal encoding used in the two specifications is different: Arguably this might be solvable in firmware, though there do not seem to be any implementations claiming to do so. 



This not to say that some manufacturer may not be able to release chipsets which work on both specifications: After all, USB based BlueTooth + WiFi dongles are pretty inexpensive these days, and those two protocols suffer similar differences in the physical layer.

A cursory web search reveals that Gigaspan announced their GS2000 Wi-Fi and ZigBee IP Single Chip in February this year. It purports to be a System on a Chip (SoC) that covers both specifications. However, it isn't clear whether the product is on the shelves now, or is still vaporware. Further searching may reveal other options.