Jamal Khashoggi had reportedly entered the Saudi Arabian consulate in Istanbul last week but never came out even as his fiancee Hatice Cengiz waited outside. The Saudi journalist had entered the embassy for paperwork for his impending marriage, reports indicated.
Khashoggi, 59, has been living in the US for the past year. He has been a vocal critic of the Saudi regime and has written several articles for various newspapers in the US criticising Crown Prince Salman.
"We're demanding everything. We want to see what's going on there," Trump told reporters.
On Tuesday, the New York Times reported a Turkish official saying Khashoggi was killed inside the consulate by a 15-man Saudi "hit team" that had flown in on two charter flights, especially for the job.
Saudi officials, however, denied the journalist had been harmed in any way, insisting that he had left the consulate through a back door.
The US had earlier sought "thorough and transparent investigation" on Khashoggi's disappearance even as Turkey was given permission to enter the Saudi embassy to search for him. Turkish authorities have still not searched the embassy premises.
Meanwhile, Turkish investigators are examining CCTV footage showing the moment Khashoggi entered the Saudi embassy, it later released the footage to the public.
US Secretary of State Mike Pompeo had said then were conflicting reports on the safety and whereabouts of Khashoggi.
"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.
"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.
US Vice President Mike Pence also commented on the mystery over the missing journalist, saying "the free world deserves answers".
CCTV released on Wednesday by Turkish TV showed a man believed to be Khashoggi enter the consulate and a vehicle entered and left the building after Khashoggi went inside.