According to some media reports, Khashoggi, 59, has been killed inside the Saudi consulate.
"As the President has conveyed, the United States is concerned by his disappearance. State Department senior officials have spoken with the Kingdom of Saudi Arabia through diplomatic channels about this matter," he said.
"We call on the government of Saudi Arabia to support a thorough investigation of Mr Khashoggi's disappearance and to be transparent about the results of that investigation," Pompeo said in a statement.
Trump's own remarks to reporters were more tentative, saying he was "concerned" about "some pretty bad stories" about what had happened to Khashoggi.
"I am concerned about it. I don't like hearing about it. Hopefully that will sort itself out. Right now nobody knows anything about it, but there's some pretty bad stories going around. I do not like it," Trump told reporters at the White House on Monday.
"Turkish officials have said they believe he was killed inside in a planned murder. A team of 15 Saudis arrived on two planes to carry out the killing, officials have said," 'The Washington Post' reported.
Saudi officials, however, insist that Khashoggi left the consulate through a back door.
Khashoggi, a US resident, has written articles over the past year critical of Saudi Crown Prince Mohammed bin Salman. On the eve of his planned marriage to a Turkish woman, he entered the consulate and has not been seen since.
"Deeply troubled to hear reports about Saudi Arabian journalist Jamal Khashoggi. If true, this is a tragic day. Violence against journalists across the globe is a threat to freedom of the press and human rights. The free world deserves answers," Pence said in a tweet.
The president made Riyadh the destination of his first foreign trip and backed the Saudi royals wholeheartedly in their standoff with the Qataris.
(This story has not been edited by Business Standard staff and is auto-generated from a syndicated feed.)