Tube, train and bus services in London are one of the few indoor areas where face masks are still legally required.
TfL kept up the face covering rule, despite the government removing the requirement from other indoor public spaces.
And despite the law changes on February 24, Mr Khan said that the transport body would continue to recommend Londoners wear a face covering on the Tube and buses.
He said: “Following the government dropping all legal Covid restrictions, and in light of falling infection levels in London, it is expected that wearing a face covering will no longer be a condition of carriage on the TfL network.
“However, we know that face coverings remain a simple, effective measure that give Londoners confidence to travel, and following clear advice from public health advisers, TfL will likely continue to recommend their use on the network.
“I urge passengers to be considerate of their fellow Londoners and continue to wear a face covering where appropriate unless exempt.”
The mayor also urged the government to keep free testing and financial support for those who test positive and cannot work from home.
He said: “Our city has suffered terribly over the last two years and Londoners and London’s businesses are looking forward to our capital’s recovery and life beyond this pandemic.
“If all restrictions are to be lifted in the safest possible way, the Government must rethink its plans to abandon free testing and ensure there is financial support for those who cannot work from home if they test positive.
“We cannot have a situation where only the well-off can afford to ‘live with Covid’ safely or one where we’re not keeping an eye on new variants posing a risk to the country.”
Boris Johnson announced in the House of Commons that the legal requirement to isolate if you have Covid would end on Thursday.
Covid-19 lateral flow tests will stop being free in April, and self-isolation payments for those who cannot work from home will also end.
“Covid will not suddenly disappear so those who would wait for a total end to this war before lifting the remaining regulations would be restricting the liberties of the British people for a long time to come”, Mr Johnson said.
“This government does not believe that this is right or necessary. Restrictions pose a heavy toll on our economy, our society, our mental well-being and on the life chances of our children, and we do not need to pay that heavy cost any longer.”