Khan was taken from the border to the city of Lahore in a heavily armed police convoy, which included an ambulance and fire engine,
He, however, defied the advice of the Foreign Office officials.
His family settled in Karachi in Pakistan, where his paternal grandfather was a civil servant.
He will meet senior politician's as well as key figures from the Pakistan's cultural and financial sectors.
The purpose of the Mayor's visit is to forge closer ties with the Pakistani business community and focus on meeting the young, up-and-coming generation who will play a key role in the ongoing development of the country.
Earlier, Khan held meetings with business leaders and Indian government ministers as a part of his visit to Mumbai, Delhi and Amritsar in India.
(This story has not been edited by Business Standard staff and is auto-generated from a syndicated feed.)