Britain, France and Germany, which have also tended to prioritize economic ties with Riyadh, issued a joint statement saying they "expect the Saudi government to provide a complete and detailed response".
The Saudi foreign ministry said King Salman affirmed his country's "solid" relations with Turkey in the phone call with Erdogan, stressing that no one could undermine their relationship.
The Saudi government, it said, would shield the prince by blaming an intelligence official for the botched operation.
The disappearance in Turkey earlier this month of a Saudi journalist critical of Riyadh has provoked an global outcry against the oil-rich kingdom, which has rattled its financial markets.
Saudi Arabia on Sunday threatened to retaliate for any sanctions imposed against it after President Donald Trump said the oil-rich kingdom deserves "severe punishment" if it is responsible for the disappearance and suspected murder of Washington Post contributor Jamal Khashoggi.
Noticeably absent from discussions was the Saudi crown prince, Mohammed bin Salman, about whom Khashoggi wrote critically for the Washington Post and whose rise to power prompted the writer to go into a self-imposed exile in the US. The president added in a tweet that he is dispatching Secretary of State Mike Pompeo "immediately" to meet with the King in person.
'In this spirit, light must be shed on the disappearance of Saudi journalist Jamal Khashoggi, whose family has lost contact with him since October 2. What evidence Turkish officials could gather at the consulate remained unknown.
Some police were in uniform while other officials were in suits carrying printers and files, an AFP correspondent said.
Turkish police investigators entered the Istanbul consulate late on Monday.
A Turkish forensic expert was seen on the roof close to the consulate's flag.
King Salman has replaced two crown princes in the past.
Radio Sputnik's Loud & Clear spoke with Mansour Al-Hadj, a Washington-based researcher who sits on the board of directors of the Center for Democracy and Human Rights in Saudi Arabia, who told them the Khashoggi case might not dissuade Western experts from going to work in Riyadh, but it could keep Saudi students overseas from returning to the country.
Riyadh's most recent comments have focused on having no knowledge of any killing or denying any such order had been given. Speaking to reporters later in the morning, Mr. Trump suggested Khashoggi may have been murdered by "rogue killers" operating outside the authority of the Saudi government. "Those banks and firms that reject the [conference] invitation now may find doors closed to them in the future", Young said. Turkish officials have also said they have audio and video recordings of Khashoggi's interrogation.
"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 or they're going to buy it from other countries", Trump said at a news conference on Saturday.
When will the search take place?
JPMorgan Chase & Co Chief Executive Jamie Dimon became the most high-profile banker to withdraw from the event on Sunday night.