Khan, the Gold Star parent who famously clashed with Donald Trump during the 2016 US presidential election, pulled out of the event with 24 hours' notice.
He was set to deliver a speech about tolerance and the rule of law at a luncheon on Tuesday, to be held at the ritzy Carlu hotel in Toronto. According to Ramsay Talks, which had invited him, Khan was notified of the travel review late Sunday.
"I have not been given any reason as to why," Khan said in a statement to Ramsay Talks, which was shared on the organization's Facebook page.
"This turn of events is not just of deep concern to me, but to all my fellow Americans who cherish our freedom to travel abroad," Khan added.
Numerous news outlets reported on the cancellation, but the lack of details from Khan created confusion about what exactly had taken place.
His announcement came on the same day the Trump administration signed a new executive order limiting immigration from several Muslim-majority countries. However, Khan has been a US citizen for more than three decades and was born in Pakistan, which is not one of the countries listed in the executive order.