He pointed to the measures the United States government announced Thursday against 17 Saudi Arabian officials for their alleged role in the Khashoggi murder, including Saud al-Qahtani, a chief adviser to MbS.
"It's a suffering tape, it's a bad tape".
Trump made the remarks hours after the State Department said the government was still working on determining responsibility for the death of the US-based Washington Post columnist.
Earlier this week, a Saudi prosecutor exonerated the crown prince of involvement in the brutal murder.
Intelligence officials have been providing information to Trump about the death for weeks and he was briefed again by phone on Saturday by CIA Director Gina Haspel and Secretary of State Mike Pompeo.
US Republican Senator, Lindsey Graham has expressed skepticism over the shifting Saudi narrative on Jamal Khashoggi's murder and sought accountability of those responsible.
"Everything points to the Crown Prince. ordering (the). killing".
On Friday evening, Kirsten Fontenrose, the National Security Council official in charge of US policy toward Saudi Arabia, resigned, administration officials said.
The U.S. Department of the Treasury's Office of Foreign Assets Control on Thursday imposed sanctions on 17 individuals over their alleged roles in the killing of Khashoggi.
Al-Mojeb said the investigation had shown that Khashoggi died after being restrained and injected with a tranquiliser following a fight inside the consulate.
"In fact I said to the people: should I?"
The CIA had briefed other parts of the U.S. government, including Congress, on its assessment, sources said.
Turkish officials who heard the recordings, which include Mr Khashoggi's killing and conversations leading up to the operation, were horrified by the contents.
The Saudi government has acknowledged communications between Khashoggi and Khalid but said they never discussed "anything related to going to Turkey".
President Trump told Fox News' Chris Wallace Sunday that there was "no reason" for him to hear a tape recording purported to be of the murder of Saudi activist Jamal Khashoggi inside the kingdom's Istanbul consulate last month.
"He told me that he had nothing to do with it", the president said of the prince.
Some U.S. lawmakers have demanded tougher action against Saudi Arabia for the murder.
Khashoggi disappeared on October 2 after entering the Saudi consulate in Istanbul.
Riyadh had offered numerous contradictory explanations for his disappearance, before saying Mr Khashoggi was killed after "negotiations" to convince him to return to Saudi Arabia failed.
But he added that it is "vitally important" that the Trump administration "not allow itself to become part of any Saudi coverup".
The woman who was not recognized by Khashoggi's Turkish fiancee or even his family, provided photos to prove her relationship with the murdered journalist.
Paul noted on CBS' "Face the Nation" that US intelligence indicates Khalid called Khashoggi at his brother's direction.