The White House has come under pressure to impose economic sanctions and halt arms sales to Saudi Arabia.
Khashoggi, a Washington Post contributor and United States permanent resident whose writings have been critical of powerful Saudi Crown Prince Mohammed bin Salman, has been missing since entering the country's consulate in Istanbul on October 2.
The Sunday statement by France, Germany and the United Kingdom said the countries "encourage joint Saudi-Turkish efforts" and "expect the Saudi government to provide a complete and detailed response". "We have conveyed this message directly to the Saudi authorities".
More than 20 Republican and Democratic senators instructed Trump last week to order an investigation into Khashoggi's disappearance under legislation that authorizes sanctions for perpetrators of extrajudicial killings, torture or other gross human rights violations.
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Riyadh on Saturday dismissed accusations that authorities there had ordered Khashoggi be murdered by a hit squad inside its Istanbul consulate as "lies and baseless allegations".
Since the controversy over Saudi Arabia's involvement in the disappearance of Khashoggi, who hasn't been seen since he entered the Saudi consulate in Turkey on October 2, a number of top executives, companies and news outlets have dropped out of the summit, an event meant to highlight investment in the country. "We're going to get to the bottom of it and there will be severe punishment".
Brennan who has worked in Saudi Arabia said there have been past princes under King Salman who had been held accountable for transgressions of the law, if not executions, but he questioned if the aging King Salman still has the political power, or mental capacity, to hold MBS accountable after a Saudi investigation.
The disappearance of Khashoggi has put the spotlight on the close relationship which Trump's family has nurtured with the Saudi kingdom. Saudi officials assert - without providing proof - that he left the embassy, but Turkish officials believe he may have been murdered by Saudi agents in an elaborate kill job.
Nearly two weeks on since journalist Jamal Khashoggi walked into the Saudi consulate in Istanbul and never came out, the world is no closer to the truth of what happened to him.
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Holding out his phone, West showed Trump a picture of a hydrogen-powered plane that he thought should replace Air Force One. The rapper's wife, reality star Kim Kardashian , visited the White House in May. "I just channelled it", the musician said.
The fiancée of Jamal Khashoggi has said that she will only consider accepting Donald Trump's invitation to the White House if the U.S. president is prepared to make a "genuine contribution" to investigating the Saudi critic's disappearance.
The newspaper also alleged Saudi officials tried to delete the recordings first by incorrectly guessing Mr Khashoggi's PIN on the watch, then later using the journalist's finger.
The statement carried by the state-run Saudi Press Agency also warned that the kingdom would respond to any steps taken against it with "greater action".
The main stock market index in Riyadh fell as much as 7% on Sunday and billions of dollars were wiped off the value of leading Saudi companies.
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