"The Kingdom also affirms that if it receives any action, it will respond with greater action, and that the Kingdom's economy has an influential and vital role in the global economy", the source added, without elaborating.
Khashoggi, who moved to the United States in 2017 and worked as a columnist for The Washington Post, disappeared in Turkey on October 2 when he reportedly entered the building of Saudi Arabia's Consulate in the city of Istanbul.
Turkish officials say they fear Saudi agents killed Khashoggi after he entered the Saudi Consulate in Istanbul on October 2.
On Monday, President Recep Tayyip Erdoğan urged the Saudi Consulate to prove whether or not Khashoggi exited the building after entering, saying the consulate officials "can't get away with (simply) saying "he left the building".
From tech tycoons to media giants, a host of Western companies are now distancing themselves from the Gulf state, imperilling Crown Prince Mohammed bin Salman's much-hyped economic reform drive.
Mr Trump has said his administration won a $110 billion military order from Saudi Arabia and that the deal, combined with Saudi commitments to invest heavily in the United States, was worth hundreds of thousands of USA jobs.
President Donald Trump has declared the USA will uncover the truth about what happened to journalist and US resident Jamal Khashoggi, whose possible murder at Saudi hands after disappearing in Istanbul has captured worldwide attention.
Earlier this month, Trump suggested Saudi Arabia's king "might not be there for two weeks" without US military support.
"If they don't buy it from us, they're going to buy it from Russian Federation or they're going to buy it from China", he said. "If more information comes out and changes, we could look at that, but I am planning on going".
The journalist has had long-standing ties to the Saudi royal family, but has written critically of the current government and Saudi Crown Prince Mohammed bin Salman.
In an interview Friday with The Associated Press, Cengiz said Khashoggi was not nervous when he entered the Saudi consulate to obtain paperwork required for their marriage.
Amnesty International demanded the Saudi authorities reveal what happened to Khashoggi as it said Riyadh was "responsible at a minimum for enforced disappearance". However, a column published in English a short time later by the general manager of the Saudi-owned Al-Arabiya satellite news network suggested Saudi Arabia could use its oil production as a weapon. It's $110 billion. I believe it's the largest order ever made.