Khashoggi, who lived in the United States, disappeared on October 2 after visiting the Saudi Consulate in Istanbul to complete paperwork related to his divorce.
Turkish officials have revealed that evidence had been found in the Saudi consulate that confirms a "prominent writer was killed there", according to media reports.
Trump on Wednesday denied he was covering for the longtime United States ally.
"I'm not sure yet that it exists, probably does, possibly does."
On Monday, CNN cited two sources as saying the Saudis are preparing a report that Mr Khashoggi's death resulted from a botched interrogation, while The Wall Street Journal said the kingdom was weighing whether to say that rogue operatives killed Mr Khashoggi by mistake. "And when the investigation comes out we'll evaluate it". Before leaving Riyadh, he told reporters the Saudi leaders "made no exceptions on who they would hold accountable". "It's not about benefit of the doubt, it's that - it's reasonable to give them a handful of days more to complete it so they get it right".
"Now we are at the stage of collecting concrete evidence at the consulate".
While the meetings were going on, Trump, in Washington, said on Twitter, "For the record, I have no financial interests in Saudi Arabia (or Russian Federation, for that matter)".
Turkish officials have said Khashoggi was murdered in the Saudis' Istanbul consulate, which Saudi officials have denied.
The New York Times reports that four of the 15 agents have links to Crown Prince Mohammed, while another is a senior figure in the country's interior ministry.
"I think we'll also be guided by what other countries are doing".
One of the members of the Saudi team has been reported to be Salah Muhammed Al-Tubaigy, a lieutenant-colonel in the Saudi forensic department.
Surveillance footage showed diplomatic cars moving between the consulate and the residence almost two hours after the journalist walked into the diplomatic post.
The investigators, who eventually searched the premises for eight hours, took samples with them, including soil from the consulate garden, according to an official at the scene.
"The best metaphor for Mr. Pompeo's diplomacy seemed to be what reporters witnessed outside the Saudi Consulate in Istanbul, where Mr. Khashoggi was last seen October 2: the arrival of a cleaning crew with buckets, mops and fluids".
"This guy is a wrecking ball", Graham said on Fox News Tuesday morning, alleging that the prince directed Khashoggi's murder inside the consulate.