Khan was set to begin a speech on gender equality at the left-leaning think tank the Fabian Society when a group called the White Pendragons called for Khan's arrest as well as shouting pro-Trump and Brexit slogans.
"It appears that President Trump got the message from the many Londoners who love and admire America and Americans but find his policies and actions the polar opposite of our city's values of inclusion, diversity, and tolerance", Khan said in a statement.
A spokeswoman for the Fabian Society confirmed to Express.co.uk the speech had been marred by what she described as "far right" protestors. "It seems he's finally got that message", Khan tweeted.
On January 12, US President Donald Trump announced his decision to cancel the London trip, where he was supposed to open a new US Embassy.
They then told guards that they were attempting to arrest the politicians under "common law jurisdiction" and the Magna Carta - the 13th-century document that is often regarded as the foundation of the modern legal system.
One man could be heard addressing the audience with: "Ladies and gentlemen, we're here today to make a non-violent, peaceful citizen's arrest".
'They are Sadiq Khan, Keir Starmer, Kate Green MP and Andrew Harrop.
"If you touch us, you'll be done for common assault". Please stand back, do not touch us.
The mayor also tried to make light of the protest with a reference to Prime Minister Theresa May's Tory conference speech, which was interrupted by a prankster, saying: "On the plus side I wasn't served with a P45".
Mr Khan, who has led opposition to the prospect of a visit by the United States president, had a row with Mr Trump over the response to the London Bridge terror attack last June.
And he also made another dig at the USA president who described himself as a "very stable genius".
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