This news comes after US President Donald Trump said he was not satisfied with what he heard from Saudi Arabia about Mr Khashoggi’s death, but did not want to lose investment from the country.
He said he believes Mr Khashoggi’s death was “a plot gone awry”, after the journalist died in the Saudi embassy in Istanbul.
Trump spoke with Crown Prince Mohammad Bin Salman on Sunday and said he has teams in Saudi Arabia and Turkey working on the case.
He said: “I am not satisfied with what I’ve heard.
“I don’t want to lose all that investment that’s been made in our country.
“But we’re going to get to the bottom of it.”
Mr Khashoggi fled Saudi Arabia last year and went into self-imposed exile, and wrote newspaper articles critical of the Saudi government, the Crown Prince and the King, Salman of Saudi Arabia.
On October 2 this year, he entered the Saudi consulate in Istanbul to obtain documents for his upcoming marriage, but never left the building.
Reports emerged that he was killed and dismembered inside and an investigation led by Saudi and Turkish officials took place on October 15.
Initially, the Saudi government claimed the journalist left the consulate alive, but then admitted he had been killed by a “rogue operation” unknown to the leadership.
Foreign Minister Adel al-Jubeir said “the murder” had been a “tremendous mistake” and denied the Crown Prince had ordered it.
The US government is reluctant to sanction the Saudis due to the multibillion-dollar purchases of US military equipment and investments in US companies.
Crown Prince Mohammad met US Treasury Secretary Steven Mnuchin in the capital, Riyadh, and discussed “the importance of the Saudi-US strategic partnership”, according to Saudi state media.
A spokesperson for the US Treasury Secretary said the two discussed the Khashoggi investigation as well as Iranian sanctions and Saudi economic issues.
However, the Treasury Secretary did cancel his speech at a Saudi investment conference, along with a dozen other top speakers.
Western governments are highly skeptical of Saudi Arabia’s account of Mr Khashoggi’s death and are now wrestling with the image that he is a reformer.