This year's display will form part of the mayor's #LondonIsOpen campaign, which was set up in the summer to show that “despite Brexit, London will always be open to the world, proud of our diversity and inclusive to everyone".
Roughly 100,000 spectators will gather along the Thames from 8pm to watch the fireworks.
“Every year our capital puts on the greatest fireworks show in the world with the spectacular images of our skyline shared all around the globe,” Mr Khan said.
“I’m proud that this year the millions watching around the world will see us send a message of support to more than one million EU citizens who call London their home.
“By paying tribute to our close relationship with Europe as we welcome in the New Year, we will once again show the world that London will always be open.”
Tickets for the event have already sold out but the display will be broadcast on BBC One for people staying at home on New Year’s Eve.
The theme for this year’s fireworks is unsurprising given how vocal Mr Khan has been about his concerns over how Brexit will affect the capital.
In September, the Labour mayor warned London's "celebrated multiculturalism and diversity" was "under attack".
He has also warned about the economic impact of Brexit, citing research claiming that crashing out of the EU without a deal could lead to 500,000 fewer jobs in Britain by 2030.
The former Tooting MP has backed a Final Say referendum after saying he had become “increasingly alarmed as the chaotic approach to the negotiations had become mired in confusion and deadlock”.
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