Her resignation came just hours after she said in an interview that she had no intention of quitting.
In a statement, Mr Khan commended Dame Cressida for her work in helping to bring down levels of violent crime in London.
“I would like to thank Dame Cressida Dick again for almost four decades of dedicated public service, with the vast majority spent at the Met, where she was the first woman to become Commissioner,” he said.
“In particular, I commend her for the recent work in helping us to bring down violent crime in London.”
Mr Khan added that he would not support the appointment of a new commissioner who “doesn’t understand or acknowledge the scale of the challenge facing policing”.
“I’m now working with the Home Secretary on the recruitment of a new commissioner,” he said.
“Regaining the trust and confidence of London’s communities is crucial to policing by consent and making our city safer.”