President Donald Trump said after a phone call with Crown Prince Mohammed bin Salman that he "totally denied any knowledge of what took place in their Turkish Consulate".
CNN's report said the nation had not given its clearance for the attack on Khashoggi, and said "Those involved will be held responsible".
Mr Trump said to reporters at the White House: "The king firmly denied any knowledge of it".
Trump dispatched his Secretary of State Mike Pompeo to the kingdom on Monday to find out "first-hand what happened, what they know, what's going on".
Sen. Lindsey Graham, R-S.C., a Trump political ally, pushed even harder Tuesday, calling the Saudi crown prince "toxic" and saying, "This guy has got to go". Some Western leaders and business executives have pulled out of a major investment forum in Saudi Arabia next week.
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The recent rise of Saudi Crown Prince Mohammad bin Salman pushed Saudi Arabia from a country that preferred to work in the background in global affairs into a nation that stepped up its activity as the US stepped back.
Investigators on Monday were allowed access to the Saudi Consulate in Istanbul, where Turkey has said a hit team of 15 killed and dismembered Khashoggi.
Asked if he had reviewed the purported recording of Khashoggi's killing, Trump told reporters on Saturday: "I have not".
MbS, who has enjoyed a close relationship with the Trump administration, has painted himself as the face of a new, vibrant Saudi Arabia, diversifying its economy away from reliance on oil and making some social changes.
Khashoggi, a Saudi writer who frequently contributed to The Washington Post, is a USA resident and a vocal critic of his country's government.
Utaybi returned to Saudi Arabia on October 16 before Turkish police searched his residence in Istanbul.
In his unrepentant conduct of American foreign policy, Trump is lurching from a path taken by every president since World War II, who all believed to various degrees that American leadership was needed to create a world safe for democracy, open commerce and freedom. "But I do think it's a mistake, and it can be frankly a self-serving mistake, to think that a private conversation is always an equally effective substitute to taking a public stand", Freeland said. The Washington Post, where Khashoggi was a columnist, first obtained the scans. Salman thanked him for welcoming the kingdom's proposal to set up a "joint working group" to probe Khashoggi's disappearance, a Saudi statement said.
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"This is very important to get to the bottom of it", Trump said.
One explanation for Khashoggi's disappearance pushed by Riyadh, as well as President Trump, has been that a "Saudi rogue agent" had killed the journalist, and that bin Salman did not know about.
Qorvis' website said it works with the Saudi Embassy to "affirm the importance of the Saudi/U.S. relationship".
Turkish police teams arrived at the Saudi consul general's residence in Istanbul on Tuesday and started searching it in relation to the case.
On Monday, the Saudi government permitted Turkish officials to inspect the consulate nearly two weeks after Khashoggi first went missing.
The Saudi consulate referred Reuters to authorities in Riyadh, who did not respond to questions about the 15 Saudis.
Concern over Khashoggi's disappearance has prompted media organizations and a growing number of guests to pull out of a "Davos in the Desert" investment conference set for October 23-25, which has become the biggest show for investors to promote Prince Mohammed's reform vision.
Saudi stocks fall as tension with United States increases over Khashoggi case
Khashoggi, a Washington Post columnist who was critical of the Saudi leadership, was last seen entering the consulate on Oct 2. The New York Times , which was a media sponsor of the conference, has pulled out.