The visit of Khan is a part of his "London is Open" campaign, media reports said.
An Overground train runs from Imperial Wharf to Clapham Junction, on a journey which spans the River Thames.A promised Boxing Day service on the London Overground won't be introduced until at least 2018, if at all, Mayor Sadiq Khan has said in remarks branded "bitterly disappointing" by one London Assembly Member.
Reporter Karl Mercer posed the question as Mr Khan met officials on the Indian-Pakistan border during a trade mission to the sub-continent.
"I see my visit as an exciting opportunity to build on the ties that bind our cities and countries together", Sadiq Khan said while talking to the Chief Minister Punjab.
Sharing images from the trip, he tweeted: "Honour to visit the most sacred place in the world for the Sikh faith - the attractive Golden Temple here in Amritsar, India".
The prime minister said that successful counter-terrorism efforts have made Pakistan an opportune destination for United Kingdom businesses.
Sadiq Khan is now taking part in the first ever trade mission by a London mayor to India and Pakistan.
Accompanied by a delegation of investors and officials, London's mayor was received warmly at the Wagah border by Mayor of Lahore retired Col Mubashar Javed and senior officials of the Punjab government.
Earlier while meeting CM Sharif, the delegation of British investors had expressed interest in investing in projects under the China-Pakistan Economic Corridor (CPEC).
"We were advised against going to India and Pakistan on the same trip", Khan said.