But stressing Turkey's "friendly" ties with Saudi Arabia, he added that he did not believe King Salman was involved.
He entered the consulate to sort out documents for his marriage to his Turkish fiancée, Hatice Cengiz.
On Saturday at the Turkish Airlines Open, European Tour chief executive Keith Pelley was asked if he had any concerns about the new Saudi event as backlash to the apparent murder grew.
The Israeli PM has somewhat condemned the murder of Jamal Khashoggi though he stressed that Saudi Arabia is way too important as a counterbalance to Iran, which he sees as a far "larger problem" than one assassinated journalist. Ankara has repeatedly called for them to be extradited to Turkey for trial.
A memorial service marking four weeks since the journalist's death has been held in Washington.
Al-Masry Al-Youm cited Anadolu Agency coverage of the Turkish prosecutor saying: "We have been informed that the fate of the body can be revealed in the result of interrogations to be conducted jointly in Saudi Arabia, as well as to determine whether the killing of Jamal Khashoggi was planned or not". It also is pressing Saudi Arabia for information about who ordered Khashoggi's killing and the location of his remains. But we will keep asking those questions, which are crucial to the criminal investigation in Turkey, but also to Khashoggi's family and loved ones.
He said the U.S. is "reviewing" potential sanctions on individuals it has identified in relation to Khashoggi's murder.
Erdogan added that there could be "severe consequences" if anyone commits such an act in a North Atlantic Treaty Organisation country again, saying failure to punish the perpetrators could set a very unsafe precedent. Unfortunately, the Saudi authorities have refused to answer those questions.
Considering the United States geostrategic and financial interests in preserving $450 billion-worth of deals with the Saudis, Donald Trump has yet to issue any definitive response over the journalist's murder. "We have to resolve our issues by our own will".
A stream of reports in Turkey's pro-government media - often sourcing anonymous Turkish officials - have laid out a number of theories about the murder and its aftermath.
His body was then dismembered and destroyed "again, in line with advance plans", prosecutor Irfan Fidan said.
Khashoggi was a former insider in Saudi royal circles who went into self-imposed exile in the United States past year.
"We're hopeful we can keep pushing forward with a lot of the initiatives that further American interests and that push back against Iran's aggression, so we're going to stay focused on that", Kushner, who rankled some USA officials when he developed close ties to Mohammed, said in an interview during CNN's "Citizen" forum last month. "Well we've noticed and we're outraged and we will not forget".
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