Mr Khan was among the crowds who braved the rain to soak up a thrilling mixture of live music, dance, comedy and more throughout the afternoon at the free event.
He posed for selfies with performers including Punjabi Hit Squad as he hailed the festival as a prime example of the capital's creative talents.
"Hello Wembley! Huge energy at the London Mela- celebrating the best of our city's culture & creativity," he tweeted, along with the hashtag #LondonIsOpen.
Organisers of the Mela, which had taken place in Gunnersbury Park for 13 years, initially cancelled this summer's event after the funding was cut. They said they wanted to take a break as they drew up plans to secure its long-term future.
Remarkable Productions, which organises the festival, is working to set up an independent London Mela Trust to run the event in future.
It plans to hold a two-day "Mega Mela" in Gunnersbury Park next year, supported by Ealing Council , coinciding with the 70th anniversary of independence for India and Pakistan.
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