"Just spoke to the King of Saudi Arabia who denies any knowledge of whatever may have happened 'to our Saudi Arabian citizen.' He said that they are working closely with Turkey to find answer," Trump said in a Twitter statement.
Following the phone conversation, the US president suggested that Saudi Arabia's King Salman could believe that rogue killers were behind the disappearance of the journalist.
"That being said, the king firmly denied any knowledge of it, he didn't really know. Maybe, I don't want to get into his head, but it sounded to me like maybe these could have been rogue killers, who knows," Trump told reporters.
Trump also said he received a "very firm" denial from King Salman, and added he was told Crown Prince Mohammed bin Salman has no knowledge of the incident either.
Earlier in the day, Trump stated that he would "immediately" send US Secretary of State Mike Pompeo to meet with the king in Saudi Arabia about the situation.
Khashoggi, a columnist for the Washington Post, vanished on October 2 after he entered the Saudi consulate in Istanbul to obtain a marriage document.
According to the journalist's fiancee, he was invited to the Saudi consulate in Istanbul but never left the consulate building.
Turkish authorities reportedly have evidence that suggests that Khashoggi was murdered inside the Saudi consulate, but Saudi Arabia fiercely denies the allegations.