It comes after cities around the globe marked World Car-Free Day on Sunday, with Detroit, Istanbul and Bogota among those taking part.
In Paris, cars were banned from 400 miles of streets, allowing people to get out an about on foot and by bike.
And now Mr Khan has suggested that a similar initiative could be launched in London.
A spokesman for the Mayor of London’s office told the Evening Standard: “The Mayor is looking into a range of dynamic proposals on improving public spaces including traffic-free days and plans for the pedestrianisation of Oxford Street.
“He is overseeing hard-hitting new measures to tackle London’s polluted air and is supportive of events like car-free days that both lower toxic car fumes and encourage pedestrians to get out and enjoy their streets more.”
Mr Khan’s views chime with those uncovered by a YouGov poll of Londoners in which 63% of respondents – who included regular motorists – would support the introduction of a car-free day.
The mayor announced that cars, buses and taxis would no longer be allowed to enter Oxford Street from 2020 in July this year.
It is hoped the move will help to cut down on the rising problem of air pollution in capital.
Figures have shown that around 9,500 Londoners die as a result of long-term exposure to air pollution every year.
Other measures being introduced to crack down on the amount of toxins in the air include rolling out a new Ultra Low Emission Zone (ULEZ).
Drivers wishing to enter the ULEZ will have to ensure their vehicle meets certain emissions standards or pay a charge.
In Paris, prohibiting cars from entering certain parts of the city has had a dramatic effect.
Research carried out by independent air pollution monitor Airparif cited in the Guardian found that nitrogen levels were cut by up to 40% in some areas of the French capital on its first car-free day.
Elsewhere, the scheme has not been as successful. In Madrid last week, there was a surge in traffic jams as cars were diverted away from the city centre.