"There is no sector not negatively impacted", Mr Khan told BBC Radio 4's Today programme.
The analysis shows that under the worst of the five scenarios modelled - leaving in March 2019 without a deal or transition arrangements in place - would see 482,000 fewer jobs across the country and a loss of £46.8bn in investment by 2030.
"The analysis concludes that the harder the Brexit we end up with, the bigger the potential impact on jobs, growth and living standards".
A Downing Street spokesperson said May provided an overview of the UK's position and update on Brexit negotiations.
Over 14,000 jobs have been put at risk out of 42,500 odd jobs in the German vehicle industry over concerns of a Hard Brexit, according to a report filed by consulting firm Deloitte on Thursday.
A so-called "hard Brexit" that would see Britain leave both the single market and the customs union, could cut revenues in Germany's crucial auto parts industry by up to €3.8 billion (approx RM18.2 billion), the accounting firm Deloitte said. And although the government has commissioned a number of impact assessments across many sectors, these will not be released to the parliament.
Conservative London Assembly member Gareth Bacon accused Mr Khan, a "well-known Remainer" and "advocate of Project Fear", of a "continuation of his widely-publicised anti-Brexit views".
The authors say that while every Brexit outcome would harm the United Kingdom economy, "the harder the Brexit, the more severe the economic damage could be".
A spokeswoman for the Brexit department said the United Kingdom and Brussels believe they will "achieve an ambitious deal securing prosperity" for Britain and the bloc, having concluded the first stage of exit talks last month.
"The fact is, the economic collapse that Remainers like Sadiq Khan predicted would happen immediately after the referendum, has not occurred".