Mr Khan also included a useful reminder about transport to those celebrating in the city tonight.
Mr Khan wrote: “Have a great New Year’s Eve wherever you are celebrating tonight.
“If you are in London, remember that travel between 23:45 and 04:30 on all Tube, Tram, DLR, London Overground and TfL Rail Services is free.”
In an interview ahead of the celebrations on Tuesday night, Mr Khan promised the “best fireworks London has ever seen” to ring in the new decade.
Mr Khan said the capital will “project confidence” on the world stage through an impressive display at the New Year’s Eve celebrations.
Speaking in the city centre ahead of the celebrations, Mr Khan said: “Hand on heart, these are going to be the best fireworks London has ever seen.”
He added the “world” will be watching the display and he hoped it would show London was a “global city”.
He said: “Fairly or unfairly, people around the world saw the Brexit referendum vote as the UK somehow turning its back on the rest of the world, including Europe.
“The fear was, we would become insular, inward-looking, and what I’m keen to show is the opposite.
“Yes we may be leaving the EU, but very much as a city we are still a European global city. We will continue to be open to people’s trade and ideas.
“What tonight’s fireworks are about is demonstrating our confidence.
“And it’s really important that we show the world who will be watching our fireworks that we are a confident, global, outward-looking European city.”
The theme of this year’s display will look ahead to the capital hosting several key games in the Euro 2020 football tournament.
The pyrotechnics show will feature more than 12,000 fireworks, with the display being set to a soundtrack “inspired by London and Europe”, according to a spokeswoman for the mayor.
Big Ben’s chimes will sound the start of the display despite them being silent this year while renovation work is completed.
The event has sold out after more than 100,000 tickets were snapped up, and travel on Transport for London (TfL) services will be free between 11.45pm on New Year’s Eve and 4.30am on New Year’s Day.
“We’ll be celebrating the fact that next year we will be having the Euros 2020 finals in London, and the semi-finals, and actually, seven games in total,” Mr Khan added.
“There will be a football theme, with the music, you will recognise a couple of tracks, but also a London theme with the music, from Stormzy to Wiley to Bastille.”
Meanwhile, Hogmanay celebrations began in Edinburgh, as crowds gathered for the city’s annual street party, with around 100,000 visitors expected to attend the event.
Large fireworks shows will also take place in cities including Manchester, Cardiff, Newcastle, Inverness and Nottingham.