Saudi police officers came to the consulate building on Sunday, and stayed inside for two hours, according to an Anadolu Agency correspondent on the ground.
On the back of the preliminary police investigation, Ankara announced Saturday it had opened an official probe into his disappearance. "We believe that the murder was premeditated and the body was subsequently moved out of the consulate".
Hatice Cengiz took to Twitter to say that she "did not believe he has been killed" and was waiting for official confirmation.
"He said they were really good; there are just ordinary Saudis and the ordinary Saudis are good people; they don't necessarily agree with the policies of Crown Prince Mohammed bin Salman".
The former government adviser, who turns 60 on October 13, has lived in self-imposed exile in the United States since a year ago to avoid possible arrest.
In a dramatic twist of fate, Khashoggi disappeared on Tuesday, Oct. 2, 2018, after visiting his country's consulate in Istanbul and may have been killed there. "Jamal was - or, as we hope, is - a committed, courageous journalist".
"I am chasing. We will of course share the result with the world", he added.
Khashoggi had gone to the consulate to obtain official documents in order to be able to marry his Turkish fiancée. The consulate has also denied that Khashoggi was abducted.
A tweet over human rights by Canada's foreign affairs department in August sparked a diplomatic feud between Canada and Saudi Arabia. He was a fierce critic of the Saudi regime.
US First Lady Melania Trump arrives in Kenya
The convoy of the US First Lady however passed by without any incident and Mrs Trump might have seen the protests. The former model arrived in Malawi to commence her first-ever solo global trip during her role as First Lady.
He has also criticized Saudi Arabia's role in Yemen, where Riyadh leads a military coalition fighting alongside the government in its war with Iran-backed rebels.
Erdoğansaid Khashoggi was a journalist he knew for a long time and it was worrying this happened to him in Turkey. He went into self-imposed exile in the United States following the ascension of Prince Mohammed, now next in line to succeed his father, the 82-year-old King Salman.
"But at the same time, the brash and abrasive young innovator has not encouraged or permitted any popular debate in Saudi Arabia about the nature of his many changes".
The ultra-conservative kingdom in June lifted a ban on women driving, but it has drawn heavy criticism for its handling of dissent.
After several of his friends were arrested, his column was cancelled by the al-Hayat newspaper and he was allegedly warned to stop tweeting, Mr Khashoggi left Saudi Arabia for the U.S., from where he wrote opinion pieces for the Washington Post and continued to appear on Arab and Western TV channels.
The pair wrote: "For his domestic reform programme, the crown prince deserves praise".
Perhaps the main thing to be aware of is that he has described Prince Mohammed as a "brash and abrasive young innovator" - and even said he is "acting like Putin".
"I would like to confirm that.Jamal is not at the consulate nor in the Kingdom of Saudi Arabia, and the consulate and the embassy are working to search for him", Al-Otaibi said in an interview at the consulate.
Turan Kışlakçı, a Turkish journalist who is a close friend of Khashoggi and one of many who has waited outside the consulate every day since his disappearance, told reporters yesterday that officials confirmed to them on Saturday that Khashoggi was killed.