Waters remains under investigation by German authorities for wearing an SS-style uniform on stage in Berlin, where displaying Nazi symbols is illegal.
In a statement released on Friday, a spokesperson for Khan said: “The mayor fully understands the significant concerns from within the Jewish community regarding this tour.
“The mayor condemns the use of any antisemitic imagery and his team has recently met with AEG Europe, the O2 Arena venue operator responsible for programming, to express concerns and the issues raised by the Jewish community.”
Jewish community leaders have raised concerns over the possibility that Waters will incite community tensions.
Speaking to LBC, Rabbi Yitzchak Schochet of Mill Hill Synagogue said: "When you have magistrates in Germany trying to cancel his concert, you have to wonder why on earth The O2 are trying to entertain him here in the UK".
He added: "if one Jew somewhere, on the streets of London, gets smacked, cursed at, spat at, on account of Roger Waters’ performance... then that's on him, that's on the O2 and it's on the UK government."
Demonstrators gather during the Munich leg of Waters’ tour (Photo: Alamy)
Lord Pickles, the former Cabinet Minister who advises the PM on Post-Holocaust issues, said: “[Waters] is causing fear and loathing with his concerts.
“It is time for Mr Waters to hang up his leather coat and retire.”
Appearing in Birmingham on Wednesday night for his first UK performance, Waters declared: “They’re trying to cancel me like they cancelled Jeremy Corbyn and Julian Assange. I will not be cancelled.”
The singer told a 15,000 strong crowd he was “pissed off” at “the antisemitism bullsh*t” that he has been accused of since launching his tour.
Attacking the British press, he added: “I will not be cancelled! Especially when it's all lies. I’m fighting back, Mr Telegraph!”
Waters did not, however, wear a Nazi-inspired outfit that sparked outrage in Germany.
The costume - typically worn as Waters performs songs from 1979 rock opera The Wall - is inspired by Pink, a character who descends into madness and imagines that he is a dictator.
An O2 spokesperson said the venue "hosts a variety of performers. Any views they express before, during, or after appearing are uniquely their own."
Roger Waters has been contacted for comment.
