"I say, God willing, we will not come face to face with a situation that we do not desire," he said.
Before Erdogan's speech, a senior Turkish official confirmed that investigators believed Khashoggi was dead.
Yasin Aktay, an adviser to Erdogan, told the Reuters news agency that Khashoggi had been killed in the consulate and that a team of 15 Saudi nationals were "most certainly involved".
His comments were the first official confirmation that Turkey had concluded the journalist was killed, and they added to the mounting pressure on the Saudi Government to explain Khashoggi's fate.
A US official said Turkish Government officials have concluded Khashoggi was likely killed inside the consulate by a team that flew in with two private jets. Turkish officials further concluded that his body was probably dismembered, and removed in boxes and flown out of the country.
Turkey's Anadolu news agency reported that the Istanbul public prosecutor's office had opened a probe into Khashoggi's disappearance. Turkish authorities have said Khashoggi never left the consulate.
Rights groups and press freedom advocates have called on the Saudis to immediately account for the whereabouts of Khashoggi, who contributed to the Washington Post's Global Opinions section.
The New York-based Committee to Protect Journalists, a press freedom organisation, said Saudi authorities "must immediately give a full and credible account of what happened to Khashoggi inside its diplomatic mission."
If confirmed, Khashoggi's murder would "constitute a horrific, utterly deplorable, and absolutely unacceptable assault on press freedom," the Paris-based Reporters Without Borders said on Twitter.
PEN America, which promotes free expression around the world, also called on Saudi authorities to produce Khashoggi immediately if they "wish to counter these claims."
The official Saudi Press Agency released a statement saying that an unidentified official at the Saudi Consulate in Istanbul had dismissed the reports that Khashoggi was killed there.
"The official strongly denounced these baseless allegations, and expressed doubt that they came from Turkish officials that are informed of the investigation or are authorised to comment on the issue," the statement from the Saudi Press Agency said. A "security delegation of Saudi investigators" arrived in Istanbul, the statement added, saying they were there to assist in investigating Khashoggi's disappearance.
Khashoggi first visited the consulate on September 29 to obtain a document related to his upcoming wedding, according to his fiancee and friends. He returned to the consulate last Wednesday, concerned that he might not be allowed to leave, his fiancee, Hatice Cengiz, said.
Khashoggi left his phone with her, along with instructions that she should call Aktay, the Erdogan adviser, if he did not emerge.
After waiting more than four hours, Cengiz called the police, she said.
