A Saudi source also said a senior royal, Prince Khaled al-Faisal, visited Turkey on Thursday for talks. Later the same day Turkey said the two countries had agreed to form a joint working group - at Riyadh's initiative - to investigate the case.
Saudi state news agency SPA later quoted a Saudi official as welcoming Turkey's approval of its request to form the team.
U.S. President Donald Trump, speaking to reporters in Ohio, said he had not yet spoken to Saudi Arabia's King Salman about Khashoggi's disappearance but would be calling him "pretty soon."
"This is a very serious thing and we're looking at it in a very serious manner," Trump said.
Khashoggi entered the Saudi consulate in Istanbul on Oct. 2 to get documents for his forthcoming marriage. Saudi officials say he left shortly afterwards but Turkish officials and his fiancee, who was waiting outside, said he never came out.
Turkish sources have told Reuters the initial assessment of the police was that Khashoggi, an outspoken critic of the Saudi government, was deliberately killed inside the consulate.
Riyadh has dismissed the claims.
SPA said on Friday that Saudi Arabia's interior minister, Prince Abdulaziz bin Saud bin Naif, condemned the "lies and baseless allegations" against the kingdom, although he praised the joint investigation with Turkey.
The Saudi delegation, which arrived in Turkey on Thursday, is meeting a Turkish prosecutor investigating the case as well as representatives from the Justice Ministry, Interior Ministry, police and the national intelligence agency, one source said.
There is no set date for how long the meetings will take, but "very quick results need to be seen", the source said. The team is now in Istanbul and will continue to work over the weekend, the source added.
Prince Khaled, the governor of Mecca, made his brief visit in his capacity as special adviser to King Salman, a source with links to the prince's family told Reuters, in a move that would suggest the monarch was treating the issue as a priority.
President Tayyip Erdogan has previously said that Turkey could not remain silent over Khashoggi's disappearance and called on officials at the Saudi consulate in Istanbul to prove he had left the building.
On Tuesday, the Turkish foreign ministry said the Saudi consulate in Istanbul would be searched as part of the investigation.
(Reporting by Orhan Coskun; Additional reporting by Roberta Rampton in Cincinnati, Ohio; Writing by Sarah Dadouch; Editing by David Stamp and Alistair Bell)