No, mister is the equivalent of 'nai'.
Khun is an honorific or a pronoun. Sometimes I get 'you' which is the translation of 'khun'.
Mister is OK sometimes with me, for example when in a tourist area.
What bugs me is when going through the public hospital process when they shout out the names. They don't say brown people's names, just their name. When it me, or other white guys, they say 'mister'.