His election is seen as a counter to the racially-charged political atmosphere in many parts of the world.
Mr Khan is a Muslim, which should not by itself cause any major issues.
Except, of course, far-Right campaigners in Europe, Britain and the United States have some serious problems with Muslims and Islam, in particular.
One of the first things Mr Khan did as mayor was attend the Yom Hashoah Holocaust memorial service in Barnet, which signalled a clear attempt to distance himself from the Labour Party's leadership's handling of recent allegations of anti-Semitism inside the party.
Labour MP Naz Shah suggested Israel's Jews should be sent to live in the US and former Labour London mayor Ken Livingston attempted to defend her by claiming Hitler had supported Zionism.
Following the Holocaust memorial service, the mayor said he lost some votes because of the antics of members of the Labour Party making comments that are clearly unacceptable and disgusting.
The mayor was warmly welcomed by members of the Jewish community and was told he had promised to be a representative for all Londoners.
His visit to the Holocaust centre was seen as the start of fulfilling his pledge.
Mr Khan, the son of a bus driver, hit the ground running, holding meetings early with the commissioner of the Metropolitan police, the head of the fire service and with Transport for London.
This week, he announced one-hour hopper fees for London's transport system, something no doubt inspired by his father.
But in a move which will resonate in New Zealand, Mr Khan says the key thing for him to tackle is the housing crisis.
He is bringing together an alliance of people from local authorities, housing associations, developers and those in finance to ensure building starts on the "genuine affordable homes'' the city needs.
The alliance will change London's overall strategic plan and publish new supplementary planning guidance, both policies that govern the amount of affordable housing developers are obliged to build when they erect new private homes.
Mr Khan believes his pledge to tackle the housing crisis has allowed him to reach out to voters across the political spectrum.
Across the Atlantic, Republican presidential nominee Donald Trump wants to ban Muslims from entering the US, at least in the short-term.
He did say he would make an exception for Mr Khan, something the mayor dismissed.
He did not want to be an exception.
The campaign between Mr Khan and Conservative candidate Zac Goldsmith was brutal.
Mr Khan stopped short of condemning the Tories' mayoral election campaign as racist but said he was disappointed the Conservatives chose to have a campaign that was nasty, negative and divisive.
After spending his life encouraging minority communities to get involved in civil society in mainstream politics, Mr Khan warned he will continue fighting extremism and radicalisation.
Politics should be conducted in a positive way to enthuse people to get involved.
There are challenges for Mr Khan to face, and many of them are the same problems facing many democracies.
He talks about tackling a housing crisis, battling an increase in public transport fares - which hurt poorer people going to work - bringing back neighbourhood policing and the issue of security.
Labour's mission is to change people's lives for the better but it only did that by winning elections.
In New Zealand, Labour continues to languish in the opinion polls.
It caused outrage by linking Auckland's housing crisis to people with Chinese-sounding names.
The party will be wise to follow the lead set by Mr Khan.
Labour, he says, can only win elections if it reaches beyond its own activists to a "big tent'' of people.
