In a statement to CNN on Wednesday, a Saudi official said the kingdom "categorically" denies "any involvement in Jamal's disappearance."At this stage, our priority is to support the investigation, as opposed to responding to evolving comments not directly related to those efforts".
"I think that would be hurting us", Trump said.
Turkish prosecutors have begun an investigation into the case, officials said on Saturday, and a spokesman for Erdogan's AK Party said authorities would uncover his whereabouts.
Self-exiled Saudi Arabian journalist Jamal Khashoggi went missing in Istanbul, Turkey, Tuesday after entering the Saudi consulate and apparently never walking back out. The consulate insists the writer left its premises, contradicting Turkish officials.
Bin Salman said late on Friday that he was ready to allow Turkey to search the Saudi consulate in Istanbul for the missing journalist.
However, before Erdogan spoke, unnamed Turkish police sources as well as an adviser to Erdogan told the media that they believed that Khashoggi was killed at the Saudi Consulate, which he entered October 2. They checked into two hotels in Istanbul, the paper said.
American Senator Bob Corker, chairman of the Senate Foreign Relations Committee, said on Tuesday "everything today points to" Khashoggi's murder last week inside the Saudi consulate.
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 worldwide incident. Saudi officials have called the accusations "baseless".
Demirören News Agency reported on October 9 that one of the planes was searched by Turkish authorities before leaving Turkey for Dubai.
He had been living since previous year in the United States, in a self-imposed exile, in part due to the rise of Prince Mohammed, the son of King Salman. Turkish officials fear the team killed Khashoggi, who wrote critically of Saudi Crown Prince Mohammed bin Salman.
On Monday, Turkish President Recep Tayyip Erdogan said the Saudi consulate "must and will" prove where Mr Khashoggi is, saying the Saudis "cannot save themselves" by claiming the outspoken journalist left the building.
Meanwhile, Trump told reporters in the Oval Office that he has a call in to Khashoggi's fiancee, Hatice Cengiz, who has appealed to the president and first lady Melania Trump for help.
"When President Trump became president, we've changed our armament strategy again for the next 10 years to put more than 60% with the United States of America", he added.
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.
He said Turkish authorities were looking into all camera records and monitoring incoming and outgoing airport transits, but added that Turkey would await the results of the prosecutor's investigation.
"If the assassination of Jamal Khashoggi is proved, I invite all walks of life in Saudi Arabia to cooperate in a legal measure and change the political system through civil disobedience", Farhan al-Saud wrote on his twitter page on Monday.