Jamal Khashoggi went into self-imposed exile in the USA previous year.
Khashoggi, a prominent commentator on Saudi affairs who writes for The Washington Post's Global Opinions section, has lived in self-imposed exile in the United States since previous year, when he left Saudi Arabia over concerns he would be arrested or prevented from traveling.
Saudi Arabia's consulate in Istanbul insisted Thursday that Khashoggi left the building before disappearing, directly contradicting Turkish officials who say they believe the writer is still inside.
Saudi Arabia's Istanbul consulate said Wednesday that it was investigating reports of Khashoggi's disappearance, according to the kingdom's official Saudi Press Agency.
The disappearance has stunned some of the Saudi government's stalwart defenders and highlighted the country's increasingly aggressive pursuit of its critics under the leadership of Crown Prince Mohammed bin Salman.
Khashoggi's Turkish fiancee Hatice told AFP she hadn't "received any news from him since 1:00 pm (1000 GMT) on Tuesday" as she stood near barricades outside the Saudi consulate on Wednesday.
He gave her his mobile phones for safekeeping, a common occurence as many embassies routinely require that phones be left outside as a security precaution.
"We. are very concerned about where he may be", the Washington Post's global opinions editor, Eli Lopez, said in a statement late on Tuesday.
The Arab21 news website reported that the author paid a visit to the Saudi consulate in Istanbul last week, but was told by officials at the time to return at a later date to complete an application related to a family matter.
The US state department has also requested information about Khashoggi's whereabouts and expressed concern about his safety.
His fiancée said she had waited outside the building until it closed, by which time Khashoggi had not returned.
"We don't have any information about him, we are probing it", Saudi Ambassador Walid bin Abdulkarim al-Khuraiji said after the meeting. "If he had left the consulate as said by the Saudis, we would know where he is", she said.
The Committee to Protect Journalists said the Saudi's disappearance was a cause for alarm "given the Saudi authorities' pattern of quietly detaining critical journalists".
The Saudi Foreign Ministry said in a tweet that its Undersecretary for Political and Economic Affairs Adel Merdad held talks in Riyadh with Turkey's ambassador Erdogan Kok.
Khashoggi, who had been close to Saudi Arabia's ruling circles for decades, has written extensively about Mohammed's policies, criticising the arrests of activists and questioning Saudi Arabia's involvement in a war in neighbouring Yemen.
"The hashtag "#kidnappingofJamalKhashoggi" was one of the most shared in Arabic on Twitter since Tuesday evening.
But the ultra-conservative kingdom, which won plaudits in June for lifting a ban on women driving, has drawn heavy criticism for its handling of dissent.
Turkey has taken the side of Qatar over its blockade by Saudi Arabia and other neighbours, and Turkey's rapprochement with Iran has riled the government in Riyadh, our correspondent adds.
He is one of the rare Saudi journalists to condemn repression in the country.
Essam al-Zamel was arrested after he criticized Crown Prince Mohammad Bin Salman's financial plans.