Saudi Arabia's Consul General in Istanbul Mohammad Al-Otaibi opened up his mission on Saturday to show that Khashoggi, who vanished after coming out of the consulate four days ago, was not on the premises.
Mr Erdogan, who said he was personally following the case, added that Turkey had no documents or evidence at hand regarding the case.
Turkish officials reportedly believe that those 12 Saudi officials killed Khashoggi in the Saudi consulate in Istanbul and then transported his dead body back to Saudi Arabia.
The interview briefly touched on the Khashoggi case, with the crown prince stating he had no knowledge of the journalist's fate or whereabouts and that he had left the Istanbul consulate.
Saudi officials have said denied the allegations, saying they are baseless.
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The Turks are furious at this and, if it is true that the Saudis performed an assassination of a journalist on Turkish soil, then they expect to treat it as a major global incident.
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"See when I hear arrest of a friend who did nothing that is worth to be arrested, make me feel I shouldn't go". Mr Khashoggi, 59, has more than 1.6 million Twitter followers and has written for the Washington Post opinion section. Khashoggi is a critic of the Saudi regime. The officials spoke on condition of anonymity because they were not authorized to talk to reporters about the subject.
"I am concerned. I don't like hearing about it".
"We are not in a position to confirm these reports, but we are following them closely", the official said.
US State Department senior officials have spoken with Saudi Arabia through diplomatic channels about the matter, the top US diplomat added. But he tempered his comments, saying: "Hopefully that will sort itself out".
Khashoggi had gone to the consulate in Istanbul for paperwork to marry his Turkish fiancée.
The journalist said he had been banned from writing in the pan-Arab Al-Hayat newspaper, owned by Saudi prince Khaled bin Sultan al-Saud, over his defense of the Muslim Brotherhood which Riyadh has blacklisted as a terrorist organization.
CNN reported Sunday that the U.S. government is quietly working Khashoggi's case across several agencies and at senior levels of the administration. Turkish officials told Reuters at the weekend they believed he had been killed inside the Saudi consulate. Khashoggi's fiancee could not immediately be contacted but she said in a Tweet that there had been no official confirmation of the Turkish sources' statements. Though wary of each other, Saudi Arabia and Turkey have traditionally tried to avoid public spats.
A top Senate ally of Trump warned of a "devastating" impact on the USA alliance with Saudi Arabia if allegations are confirmed.
"The request that America made to Saudi Arabia and other OPEC countries is to be sure that if there is any loss of supply from Iran, that we will supply that".