And his representitives have already launched formal procedures to question the performance of referee Joseph Cooper.
Khan was unhappy about Cooper's decision to dock him two points in the bout ? one each in the seventh and 12th rounds.
Judges George Hall and Valerie Dorsett scored the fight 113-112 in favour of Peterson but Nelson Vasquez had Khan winning 115-110.
A statement from Khan's camp said: "Team Khan and Golden Boy Promotions intends to make inquiries with the District of Columbia Boxing and Wrestling Commission, the IBF and the WBA regarding the performance of referee Joseph Cooper.
"We will also be seeking clarification regarding certain ambiguities with respect to the scores of the fight."
A rematch is already a virtual certainty al though hat was always a likelihood in the event of defeat for Khan.
The statement added: "We would like to congratulate Lamont Peterson on his performance against Amir Khan.
"Not only has he shown that he is a tremendous fighter inside the rin, but also a great man out of the ring.
"We look forward to an immediate rematch with Lamont as confirmed by Lamont and his manager/trainer Barry Hunter."
Khan had earlier blamed Cooper for his shock loss, insisting he was "against two people" in the ring.
Khan unsurprisingly disputed the calls ? which were decisive in the outcome of the bout.
AMIR KHAN complains of 'disgusting decision' over Lamont Peterson fight
And he insisted any pushing in the 12th round was prompted by Peterson's own foul play.
He said: "It was like I was against two people in there. He kept trying to pick me up. He was wild.
"He was coming in with his head lower and lower every time.
"I had to push him away because he was trying to come in with his head. He was just so low.
"He was being effective in pressurising me but I was the cleaner fighter all night.
"I am ready for a rematch. I am here and I will take it.
"I knew it would be tough against him in his home town and this is why boxing has not been in Washington DC for 20 years - because you get a decision like that.
"I thought he was going to head butt me and that is why I pushed him."
Khan's father Shah was also eager to query the officiating of the bout.
He said: "It was not the fight that cost him, it was the referee that cost him the fight. He's not angry at anyone but he's disappointed.
"He thought he'd get a fair crack at it in Washington, with home fans and home officials, but obviously he didn't.
"It's been 18 years since they had a big fight here in Washington and maybe it will be 18 years again."
Peterson was simply happy to finally have two belts around his waist.
The Washington-born fighter said: "I came into this fight as the underdog with most people giving me no chance of winning.
"But I followed my game plan. I knew this was a 12-round fight - not just three rounds - and I didn't get worried when I got knocked down inthe first round.
"I came back. He was holding my head and pushing me down. That's why the ref took the two points off.
"My body shots were working. I will definitely give him a rematch, why not?
"He gave me a shot at his titles in the first place so I will give him a rematch, no problem."
A superb opening round saw Peterson down twice.
First, the Englishman landed a right hand and glancing left hook which sent the American down only for referee Cooper to seemingly rule it a slip.
The count was administered moments later, however, as another combination culminating in a sharp left sent the American onto the floor in the same corner.
Peterson showed more in the second, holding ring centre but seeing Khan land the more eye-catching shots.
Khan survived a nightmare third round in which he took a right hand to the head and left to the body which left him on wobbly legs.
He had to run for much of the round as Peterson stalked him and repeatedly landed power shots to head and body, one of which nearly sent Khan tumbling.
Khan continued to try to box on the move but was being caught with solid shots to head and body.
A frantic seventh saw Khan rocked again as he had to hold on after being caught with rights and left hooks on the ropes.
Khan was then docked his first point of the fight at the round's conclusion for apparent pushing.
Early in the ninth Khan was caught badly again but rallied to launch a spirited attack of his own.
Khan then landed a left-right double which left Peterson out on his feet only to shake it off well.
Khan was very harshly docked another point for pushing in the final round as both men looked to snatch victory.
And after the fighters embraced at the final bell, it was Peterson who took the shock split decision.