Khan's agenda includes discussions on ways to de-escalate tensions in the region. The visit comes after Khan said on the sidelines of the United Nations General Assembly in September that Washington and Riyadh had asked him to mediate tensions with Iran.
According to the politician, Saudi Crown Prince Mohammed Bin Salman and US President Donald Trump had asked him to talk to Iranian President Hassan Rouhani about the deteriorating ties between the countries.
The standoff between Iran and the United States, as well as the row between Saudi Arabia and Iran, have over the past several months prompted the situation in the Persian Gulf to deteriorate.
Tensions also escalated after a drone attack on Saudi oil facilities in September, which both Riyadh and Washington blamed on the Islamic Republic. Tehran denied the allegations, stressing that the Houthi movement, fighting against a Saudi-led coalition in Yemen, had claimed responsibility for the operation.