Mr Khan was greeted by his Parisian counterpart Anne Hidalgo at Gare du Nord for talks about post-Brexit business opportunities.
"We have much to gain from working even closer together," he said.
Ms Hidalgo said the two capitals enjoy a "win-win partnership that has to be made even stronger".
Addressing French business leaders, Mr Khan said London was "open to trade, open for new business ventures and collaborations, open to new ideas, new talent and people".
He and Ms Hidalgo also held discussions about cutting air pollution during a visit to the Paris Plage, a traffic-free city beach along the Seine.
Paris recently introduced car-free days on the first Sunday of each month and has closed roads in the capital to cut traffic emissions.
London's mayor previously announced plans to pedestrianise Oxford Street by 2020 as part of his plans to cut pollution.
He also took part in a wreath-laying ceremony as part of the commemoration of the liberation of Paris in World War Two.
This whistle stop tour of Paris was more about solidarity and friendship than detail, but both Mayors clearly have a friendship and lots of common ground.
Today we heard that both had mothers who were seamstresses and both were from immigrant families.
But they also have common goals.
The Mayor of London said post-Brexit London should be close to Paris and they should work together.
He wants to learn from the extensive pedestrianisation that Paris has done by the Seine.
But what is really significant is Sadiq Khan chose Paris as his first foreign trip. He clearly sees Anne Hidalgo as an ally and friend.
Sadiq Khan called for greater ties between London and Paris as he visited the French capital for his first official foreign trip as mayor.