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.
The demonstration follows US President Donald Trump's cancellation of a planned visit to the United Kingdom capital next month.
The protest comes just one day after Khan - who has been an outspoken critic of the American president - issued a statement about Trump canceling his London visit over an inaccurate claim of President Obama selling the former USA embassy "for peanuts".
Trump's expected visit to the United Kingdom has polarized the country, with many expressing strong opposition at first over his travel ban on Muslim-majority countries, and more recently, his re-tweet of the far-right organization, Britain First.
The demonstrator also accused the Fabian Society of "subverting" the constitution.
Far-right supporters holding aloft American flags attempted to perform a "citizen's arrest" of London mayor and Trump critic Sadiq Khan on Saturday.
In a video posted on Twitter, one protester says "Ladies and gentlemen, we're here today to make a non-violent, peaceful citizen's arrest".
'We stand under common law jurisdiction.
One of the protesters named Dave Russell, a self-described talk show host from London, live-streamed the protest to his Facebook account racking up thousands of views.
As security appeared to usher out the protesters, they were jeered and heckled by the crowd who had come to see Khan's speech. Please stand back, do not touch us.