Khashoggi, a USA resident and Washington Post columnist critical of Riyadh's policies, disappeared on October 2 after entering the Saudi consulate in Istanbul.
They said there must be a credible investigation to establish the truth and "if relevant" identify those responsible for Khashoggi's disappearance.
"No matter how important they may be to our Iranian strategy", he added, "our ability to be a voice for human rights - and to go after regimes like [Syrian President Bashar] Assad, like [Russian President Vladimir] Putin, like what China does, like what [President Nicolas] Maduro does in Venezuela - all of that is undermined and compromised if we are not willing to confront something as atrocious as what's allegedly happened here".
Turkish media have widely reported that intelligence officials believe Khashoggi was murdered and dismembered inside the consulate by a Saudi hit squad.
Saudi Arabia's riyal was quoted at 3.7514 to the USA dollar in the spot market early on Monday, its weakest rate since June 2017, Refinitiv data showed, as the kingdom faced pressure over missing journalist Jamal Khashoggi.
The statement was issued as worldwide concern grew over the writer who vanished on a visit to the Saudi Consulate in Istanbul over a week ago.
"The links of SoftBank Group with Saudi Arabia have helped to lower the action", commented to AFP Yoshihiro Okumura, Chibagin Asset Management.
Mohammed bin Salman has carefully nurtured a public image of himself as a, distancing himself from Saudi leaders of the past.
Saudis 'to admit to killing journalist in interrogation that went wrong'
Trump had dispatched Pompeo to speak to the monarch of the world's top oil exporter over Khashoggi's disappearance. Saudi Arabia is reportedly ready to concede that a missing Saudi writer was killed in its consulate in Istanbul .
But top business leaders are now distancing themselves from the Saudi government.
It's unclear, however, whether Saudi Arabia would be willing to unilaterally cut production.
Treasury Secretary Steven Mnuchin still plans to attend a previously scheduled Saudi conference this week to address terrorist financing, but those plans could change as the investigation progresses, said White House economic adviser Larry Kudlow.
Sheikh Abdullah bin Zayed Al Nahyan, Minister of Foreign Affairs and International Cooperation, expressed profound appreciation for the distinguishing position of the Kingdom as a major power ensuring security and stability in the Arab and Muslim worlds, commending all the constructive initiatives and policies adopted by the Kingdom to underpin regional and international peace and development.
"I heard that report, but nobody knows if it's an official report", Trump told reporters, without elaborating.
Meanwhile, Saudi King Salman spoke by telephone with Turkish President Recep Tayyip Erdogan about Khashoggi.
Trump said he'd made clear the stakes. Executivesincluding JPMorgan Chase (JPM) CEO Jamie Dimon have pulled out of an investment conference taking place in the kingdom later this month. At that time Uber share was estimated to be worth $33 and the worth of the company was valued at $62 billion.