"Unfortunately, there has been this hysteria in the media before the investigation was complete", he said during a panel at the Manama Dialogue, which was organised by the International Institute for Strategic Studies in Manama, the capital of Bahrain.
Turkey is seeking the extradition of 18 Saudi suspects detained in the kingdom in connection with the October 2 killing.
Turkish investigators say Khashoggi was murdered and then dismembered.
Turkish prosecutors at the meeting, which lasted slightly over an hour, repeated Ankara's request that 18 suspects be brought to Turkey and that the location of Khashoggi's body be revealed, it said.
Germany's Chancellor Angela Merkel agreed with Macron's call for a joint European Union (EU) position on the matter while confirming that the export of German arms to Saudi Arabia will be halted till a proper explanation is given regarding Khashoggi's death. Erdogan said on Saturday the extradition request was being relayed to Saudi Arabia via Turkey's Justice Ministry. The foreign minister also did not directly respond to questions about how the kingdom would persuade its allies that Crown Prince Mohammed had no ties to the killing.
A Turkish academic who became engaged to marry Khashoggi four months ago, Cengiz was left waiting for her fiancee outside the consulate where he was murdered by what she branded a "death squad".
It comes as United States President Donald Trump's administration considers possible actions in response to Khashoggi's death.
Norway's sovereign wealth fund, the world's largest, plans to more than double its investments in Saudi Arabia after it is included in the fund's reference index soon, Chief Executive Yngve Slyngstad said on Friday.
On Thursday, the Saudi prosecutor general acknowledged that the journalist's murder had been orchestrated in advance.
The U.S.is raising pressure on Saudi Arabia to wind down its political and economic isolation of Qatar, according to three people familiar with the effort, as the kingdom continues to be buffeted by its role in the killing of journalist Jamal Khashoggi.
"This incident, this assassination, took place in the Saudi consulate".
The Washington Post reported in 2016 on the use by Saudi Arabia of USA -supplied white phosphurus so it's not clear just what Khashoggi would have been exposing if he, indeed, was about to obtain documentary evidence.
Mr Macron, for his part, said any decisions that would be taken, including potential sanctions, had to be made at European level to ensure coordination.
"If only I knew what would happen, I would have entered the consulate myself".
Turkish President Recep Tayyip Erdogan says his country will reveal more evidence about the killing but is not in any rush to do so.