The sombre gathering marked one day since London was targeted in a bloody assault which saw a lone assailant drive into bystanders and stab a serving police officer.
Mr Khan had encouraged “everyone visiting our city” to join together in memory of those who lost their lives and “to show the world that we are more committed than ever to the values that we hold dear - that we remain united and open”.
The Deputy Met Commissioner Craig Mackey, Home Secretary Amber Rudd and Mayor Khan spoke at the event, before a minute of silence.
Ms Rudd described PC Palmer who was killed in the attack as “courageous, brave and doing his duty" adding: “Terrorism will not defeat us, we will defeat them.
"We are strong in our values and proud of our country."
Tribute: Mayor of London Sadiq Khan, Home Secretary Amber Rudd and Metropolitan Police Deputy Commissioner Craig Mackey (PA)
Mr Khan described the attacker as “evil and twisted” and said Londoners would "pull together".
He said: “Our response to this attack on our city, on our way of life, on our shared values, shows the world what it means to be a Londoner.”
Three candles were lit in memory of the three victims of the attack.
Vigil: Crowds gathered in Trafalgar Square (Amy Ashenden)
Before the speeches began, one crowd member told the Standard: "There's a subdued atmosphere but clear there'll be a strong turnout for solidarity. I've seen leaders from several different faiths here united tonight, many Muslims in the crowd and some even wearing t-shirts saying 'ask me a question'."
People carried signs reading "love for all and hatred for none" and "London will never be beaten".
On Thursday morning a book of condolence was laid in Westminster Hall for MPs, staff and members of the public to write messages to honour those who died.
People on social media have also shown their support by sharing a graphic using the iconic Underground emblem, emblazoned with the slogan “We are not afraid”.
The image is being accompanied by the hashtags #WeAreNotAfraid, #LondonAttacks and #Westminster.
Three people lost their lives in the attack, which saw a 52-year-old man Khald Masood plough into pedestrians on Wesminster Bridge.
Westminster attack: Key moments caught on camera
Masood then launched knife attack on PC Keith Palmer – a 48-year-old father and husband – who was pronounced dead at the scene.
Masood was shot down by armed police and also later died.
On Thursday it was announced that 29 people were injured on Westminster Bridge – seven critically.
American tourist Kurt Cochran and Spanish mother-of-two Aysha Frade were also named as being among the dead.
/Standard.co.uk/
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