"Saudi Arabia has a responsibility to inform us where the body is", he said.
Saudi officials have waffled over what happened - initially claiming he left the consulate in Istanbul, then saying he was killed in a "rogue operation".
The audio appears to have been obtained by the bugging of the Saudi consulate, which is in contravention of the Vienna Convention and therefore illegal under worldwide law.
Add Jamal Khashoggi as an interest to stay up to date on the latest Jamal Khashoggi news, video, and analysis from ABC News.
"A team of 15 men can not come to Turkey to kill a Saudi citizen without orders", he said, adding that "the people who killed Khashoggi received instructions from someone".
Khashoggi's Turkish fiancee Hatice Cengiz took to Twitter on Thursday writing, "I'm unable to express my sorrow to hear about dissolving your body, Jamal!"
Notre Dame ranked 3rd in latest College Football Playoff rankings
UCF gave up a bunch of yards to Temple last week and stayed at No. 12 behind Kentucky, which was dominated by Georgia. Take a quick glance at the rankings and notice how many highly ranked teams still have to play each other .
Al Jazeera has learned on Friday that traces of acid were found at the Saudi consul general's residence in Istanbul, where the body was believed to be disposed of with the use of chemicals. They killed you and chopped up your body, depriving me and your family of conducting your funeral prayer and burying you in Madinah as wished.
Unconfirmed reports of the contents of gruesome tape allege that Khashoggi was grabbed, drugged and dismembered on a tape with a bone saw.
Khashoggi was last seen entering the consulate on October 2 to obtain documents for his forthcoming marriage. President Donald Trump has reiterated he does not want to jeopardise money coming into the United States from Saudi Arabia.
Erdogan said the killer, or killers, would be known to the 18 suspects identified by Turkish authorities - including 15 men who arrived from Saudi Arabia shortly before Khashoggi's death.
"There's no need to distort this issue, they know for certain that the killer, or the killers, is among these 15 people".
Erdogan accused Saudi Arabia's chief prosecutor, who was sent to Istanbul last month as part of a joint probe, of employing "delaying tactics".