Pompeo's visit came as Saudi Arabia was preparing to acknowledge that Khashoggi was killed during an interrogation that went wrong, CNN reported. The journalist's family has called for an international inquiry into his disappearance.
The top US official landed in Riyadh in the morning and was greeted by Saudi Foreign Minister Adel Al Jubeir and Saudi Ambassador to the US, Prince Khalid Bin Salman. He was scheduled to have dinner with Crown Prince Mohammed Bin Salman, according to reporters travelling with him.
Khashoggi, a Washington Post columnist and a Saudi royal insider-turned-critic, was last seen in public when he entered the Saudi consulate in Istanbul, Turkey, on October 2 for paperwork needed for his planned marriage.
Turkish intelligence officials say they have audio and visual evidence that shows Khashoggi, a permanent resident of the US in self-imposed exile, was killed inside the consulate.
However, Saudi authorities maintain that Khashoggi left the consulate the same afternoon but have provided no evidence to support the claim.
Tweeting about the call, Trump said: "Just spoke to the king of Saudi Arabia who denies any knowledge of whatever may have happened 'to our Saudi Arabian citizen'."
"The denial was very, very strong. It sounded to me like maybe these could have been rogue killers. Who knows?" the President had said.
Meanwhile, conflicting reports over Khashoggi's disappearance prompted his family to call for an inquiry.
"The strong moral and legal responsibility which our father instilled in us obliges us to call for the establishment of an independent and impartial international commission to inquire into the circumstances of his death," his family said in a statement published by one of his sons, Abdullah Jamal Khashoggi, on Twitter.
The UN High Commissioner for Human Rights also urged Saudi Arabia and Turkey to make public all they knew about Khashoggi's disappearance.