Jamal Khashoggi has been missing for five days.
"The initial assessment of the Turkish police is that Mr Khashoggi has been killed at the consulate of Saudi Arabia in Istanbul. We believe that the murder was premeditated and the body was subsequently moved out of the consulate," a Turkish official told the Reuters news agency on Saturday.
A Saudi source at the consulate denied that Khashoggi had been killed at the mission and said in a statement that the accusations were baseless, Reuters reported.
The critic of the Saudi regime, who had once been on good terms with members of the royal family, entered the kingdom's consulate in Istanbul on Tuesday to obtain paperwork.
Al Jazeera's Jamal Elshayyal reports Istanbul.