Recep Tayyip Erdogan said representatives from Saudi Arabia, the US, Germany and France had also heard the tapes of the murder at the Saudi consulate in Istanbul.
The existence of the recordings was leaked to the media but never openly confirmed until now.
Mr Erdogan told reporters that Saudi Arabia had to "act fairly" and reveal those who carried out last month's killing of The Washington Post journalist, to rid itself of "suspicion".
He said: "They (Saudi officials) also listened to the conversations and they know. There is no need to distort this.
"They know for certain who among the 15 is the killer or are the killers."
This was a reference to the alleged 15-member assassination squad that Turkey believes was sent to kill Mr Khashoggi at the consulate where he had arrived to obtain papers to marry his Turkish fiancee.
CIA director Gina Haspel, who visited Turkey last month for information on the investigation, is reported to have heard the audio recordings of the killing on 2 October.
Turkey says Mr Khashoggi, who was critical of Saudi Crown Prince Mohammed bin Salman, was strangled and dismembered at the consulate as part of a premeditated plan.
Reports have suggested that his body could have been chemically dissolved.
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Turkey is seeking the extradition of 18 suspects who have been detained in Saudi Arabia, so they can be put on trial.
They include the 15 members of the alleged assassination squad.
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Saudi Arabia had insisted for weeks after Mr Khashoggi disappeared that he had walked out of the consulate, before changing its story to say he died in a fight.
Last month, Saudi Arabia acknowledged that Turkish evidence indicated that the killing was premeditated, shifting its explanation in an apparent effort to ease international outrage over the death.