The week-long visit aims to promote London and strengthen commercial and cultural ties with Indian and Pakistani cities.
BBC has defended their reporter's bold question by pointing out that it originated from the fact that many, including Punjab's chief minister Shehbaz Sharif, had called the mayor's trip "homecoming".
Khan, whose parents were born in India and lived in Pakistan before emigrating to the United Kingdom, responded immediately by saying: "Home's south London, mate".
Earlier, in India, the Mayor met Bollywood bigwigs and addressed a couple of conferences besides visiting heritage sites.
Earlier in the day, while visiting the Golden Temple at Amritsar in India, Mr Khan called on the British government on Wednesday to make a formal apology for the 1919 Jallianwala Bagh massacre in which almost 400 people were shot dead by British Indian army soldiers. Mr Khan had a one-on-one meeting with the chief minister and later visited the Badshahi Mosque and the Lahore Fort, before attending a dialogue at Alhamra.
"The foreign minister also briefed the mayor about Pakistan's successes in the economic field and the regional situation", a Foreign Office statement said.
Lauding the efforts of government to bring prosperity in the country, Sadiq Khan said, â€œI am impressed by the remarkable progress achieved by the Government in different areas, especially in infrastructure, technology and energy.â€. "I found Lahore as I had heard of it".
Khan was elected the first Muslim Mayor of London and was born in Tooting, south-west London.