Another official confirmed the story.
On the back of the preliminary police investigation, Ankara announced Saturday it had opened an official investigation into his disappearance.
A Turkish official separately told the AP that authorities believe Khashoggi was killed at the Saudi Consulate.
Saudi officials insisted he left the building, but Turkey's government said all evidence suggested he was still inside.
'Based on their initial findings, the police believe that the journalist was killed by a team especially sent to Istanbul and who left the same day, ' the government source told AFP on Saturday.
Khashoggi, an outspoken critic of the Saudi government, had been living in self-imposed exile in the United States since 2017, when Saudi authorities launched a massive crackdown on the dissent.
Meanwhile, Saudi Crown Prince Mohammed bin Salman denied speculations that Riyadh had taken Khashoggi, stressing that Turkey could search the kingdom's Consulate in Istanbul for the journalis.
They left again the same day, police added. 'We have nothing to hide'.
A demonstrator holds picture of Saudi journalist Jamal Khashoggi during a protest in front of Saudi Arabia's consulate in Istanbul, Turkey, October 5, 2018.
Reuters journalists toured the six-storey consulate in northern Istanbul which Khashoggi entered on Tuesday to get documents for his forthcoming marriage.
That relationship is already strained over several issues, including Turkey's support for Qatar in the blockade by Saudi Arabia; its closeness to the Muslim Brotherhood - blacklisted by Riyadh as a terrorist organisation; and its rapprochement with Saudi Arabia's arch-rival Iran.More news: Refraining from drinking one of my only good traits: Donald Trump
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The Washington Post chose to leave a blank space where Khashoggi's column would have been in its Friday edition in support of the missing writer.
Khashoggi may have been considered especially risky by the Saudi leadership, analysts said.
Over the a year ago, Khashoggi had repeatedly criticised the Saudi leadership, including the arrests of female right's activists who had campaigned to allow women the right to drive.
Last week, Trump asked at a rally "when you have wealthy countries like Saudi Arabia, like Japan, like South Korea, why are we subsidising their military?"
The ultra-conservative kingdom in June lifted a ban on women driving.
Khashoggi's criticism of Prince Mohammed's policies have appeared in both the Arab and Western press.
He was living in the US for the past year in self-imposed exile 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" on the changes.
They have not given any evidence for their claim, nor suggest how he was killed.
Human rights groups have urged Riyadh to shed light on Khashoggi's whereabouts.
"If Khashoggi was indeed murdered inside a diplomatic facility, it is an act of terror that echoes Russian and Chinese tactics of extraterritorial, extrajudicial attacks on dissidents, meant to intimidate any who would speak out against the Saudi government, no matter where they may be, and giving the lie to official narratives of "reform" in Saudi Arabia", said Summer Lopez, of PEN America.