"We gave the recordings, we gave them to Saudi Arabia, we gave them to Washington, to the Germans, to the French, to the English," he said in a televised speech.
"They listened to the conversations which took place here, they know", he said. Officials added that no written documents had been shared.
Khashoggi was last seen entering the consulate on October 2 to obtain documents for his forthcoming marriage.
After repeated denials, Saudi Arabia finally admitted the 59-year-old had been murdered at the mission in a "rogue" operation.
But the existence of such a recording has not been officially confirmed.
Khashoggi's body has never been found, more than a month after he was killed.
An advisor to Erdogan, Yasin Aktay, suggested last week that the body may have been dissolved in acid.
Erdogan was speaking before flying to Paris to attend commemorations marking the anniversary of the end of World War I.
(This story has not been edited by Business Standard staff and is auto-generated from a syndicated feed.)