He went in to get papers to marry his Turkish fiancee Hatice Cengiz, who was waiting for him outside.
Khashoggi, a prominent critic of the Saudi government, was killed inside the kingdom's consulate in the Turkish city of Istanbul in October 2018.
The son of murdered Washington Post columnist, Jamal Khashoggi, has released a statement "forgiving" his killers.
Issuing a statement on his Twitter handle, Salah Khashoggi, the son of Jamal Khashoggi, said that the family has made a decision to pardon those who murdered their father, said a Saudi Gazette report on Friday (May 22).
Saudi authorities did not comment on the legal ramifications of this, but analysts said it could effectively grant clemency to five people on death row.
In all, 11 people were put on trial in Saudi Arabia for the killing.
'Other legal procedures by the state continue'.
What has Khashoggi's family said?
Salah has previously said he had "full confidence" in the judicial system, and criticised opponents he said were seeking to exploit the case.
"There were reports that the family was paid blood money by the Saudi Government - which were denied by Mr Khashoggi's son Salah", he said.
The trial, held in secret, was broadly condemned as a sham by worldwide rights activists, who said the masterminds of the murder had not been held accountable.
However, no charges were brought against crown prince Mohammed bin Salman or his former right-hand man Saud al-Qahtani. The killers, sentenced to death, are still likely to face lengthy prison sentences.
After offering shifting accounts of what transpired, and under intense global and Turkish pressure, the kingdom eventually settled on the explanation that Khashoggi had been killed by Saudi agents in an operation masterminded by two of the crown prince's top aides, who have since been removed from their posts. His remains have not been found.
The Washington Post claimed that some US-residing family members had received million-dollar homes and monthly stipends of $10,000 as part of a long term settlement.
However, a report by United Nations envoy Callamard linked Prince Mohammed to the killing, a claim which the kingdom denies. Some Western governments, as well as the Central Intelligence Agency, said they believed Crown Prince Mohammed bin Salman (MBS) ordered the killing.
Two of the alleged hit squad had used diplomatic passports, and that the encounter at the consulate was "only possible because of the pretense of government service", she said.
"All of us who, over the last 20 months, have reported on the gruesome execution of Jamal Khashoggi, and absence of accountability for his killing, expected this", she said in a Facebook post and added that Saudi authorities were "playing out what they hope will be the final act in their well-rehearsed parody of justice".
Khashoggi had been writing for the Washington Post newspaper and living in the USA before his death.