Khan, who is of Pakistani-origin, reached Lahore with his 16-member delegation through the Wagah border with India. The delegation was received by the Lahore Mayor and senior government officials, Geo News reported.
Khan will meet Punjab Chief Minister Shehbaz Sharif, who tweeted earlier that he welcome the Mayor "from the historic city of London to the historic city of Lahore".
His visit is aimed at promoting his "London is Open" campaign to show that the UK was united and open for businesses following Brexit.
Khan was earlier in India for three days where he held meetings with government officials and members of the civil society. He visited Mumbai, New Delhi and Amritsar before heading to Lahore.
He will also visit Islamabad and Karachi and meet senior politicians and key figures from the Pakistani cultural and financial sectors.
"I see my visit as an exciting opportunity to build on the ties that bind our cities and countries together for the mutual benefit of everyone -- Brits and Pakistanis, Londoners and Lahoris, EastEnders and Karachiites alike," Khan wrote in Dawn on Wednesday.
"As someone of Pakistani heritage, I feel a deep affinity with the country."
(This story has not been edited by Business Standard staff and is auto-generated from a syndicated feed.)