Reports of Jamal Khashoggi being detained and killed in the Saudi consulate in Istanbul are "absolutely false and baseless", said Khalid bin Salman, Saudi Arabia's ambassador to the United States said in a statement.
She said Mr Khashoggi had been required to surrender his mobile phone, which is standard practice in some diplomatic missions. Khashoggi has gone for wedding documents.
Turkey's Foreign Ministry said a search would be conducted there.
The image bears a date and time stamp saying it was taken on 2 October, when the Post's columnist entered the consulate to obtain divorce papers. A US official said that Turkish investigators believe Khashoggi was probably dismembered and his body removed in boxes and flown out of the country. He opened his plea by violating journalistic ethics - he revealed that Khashoggi had been the source of an anonymous quote in one of his previous columns. The consulate is Saudi sovereign territory.
However, a number of closed-circuit surveillance cameras surround the area.
Police also said a team of 15 Saudis were sent to Istanbul and were in the building at the same time as Khashoggi.
Footage emerged Tuesday showing Khashoggi entering the building the week before.
The Saudis have offered no evidence that he did leave.
Khashoggi, a Saudi writer and critic of the kingdom's leadership, was last seen entering the consulate in Istanbul's Levent district on October 2, when he arrived to retrieve an administrative document. Saudi Crown Prince Mohammed bin Salman "is acting like [Russian President Vladimir] Putin", Khashoggi wrote in another one.
Relations between Canada and Saudi Arabia have been tense in recent months. All those issues have been viewed as being pushed by Prince Mohammed, who similarly has led roundups of activists, businessmen and others in the kingdom.
NBC also reports that two other people said he was told to return another day after going to the consulate in Istanbul. "The consulate officials can not save themselves by simply saying, 'He has left, '" Erdogan said on a visit to Budapest. "Why don't you prove it, you have to prove it".
Turkey's foreign ministry on Wednesday summoned Saudi Arabia's ambassador over the issue. Both spoke on condition of anonymity as the investigation was ongoing. Turkey sent food to Qatar and deployed troops at its military base there.
"The request that America made to Saudi Arabia and other OPEC countries is to be sure that if there is any loss of supply from Iran, that we will supply that".
Protesters gathered outside the Saudi consulate Monday demanding to know what had happened to Khashoggi.
In his first remarks about the disappearance, President Trump told reporters Monday afternoon that he was concerned. 'I don't like hearing about it and hopefully that will sort itself out. "I do not like it".
The episode has put the United Kingdom in an awkward diplomatic position since it is close both to Turkey and Saudi Arabia.
Expressing concern over the disappearance of a prominent Saudi journalist, US President Donald Trump has urged the Gulf nation to support a thorough investigation into the missing scribe's whereabouts and be transparent about the results of the probe.
Reacting to the news of his alleged murder, Mr Khashoggi's Turkish fiancee, Hatice Cengiz, said she "did not believe he has been killed".