Turkey's investigation into the disappearance of prominent Saudi journalist Jamal Khashoggi has revealed recordings made on his Apple Watch purportedly indicating he was tortured and killed, a Turkish newspaper reported on Saturday.

The report in the pro-government Sabah daily, which could not immediately be verified, emerged after a delegation from Saudi Arabia arrived in Turkey for a joint investigation into his disappearance.

"The moments when Khashoggi was interrogated, tortured and murdered were recorded in the Apple Watch's memory," the paper said, adding that the watch had synched with his iPhone, which his fiancee was carrying outside the consulate.

Two senior Turkish officials previously told Reuters that Khashoggi had been wearing a black Apple watch when he entered the consulate and that it was connected to a mobile phone he left outside.

However, it was not clear whether data from Khashoggi’s watch could have been transmitted to his phone outside, or how investigators could have retrieved it without obtaining the watch themselves.

Sabah, which cited "reliable sources in a special intelligence department" for its report, said Khashoggi was believed to have turned on the recording feature on the phone before entering the consulate.

The paper said Saudi intelligence agents had realised after he died that the phone was recording and they used his finger print to unlock it, deleting some files, but not all of them. The recordings were subsequently found on his phone, it said.

On Thursday, Turkey said it and Saudi Arabia had agreed to form a joint working group - at Riyadh's initiative - to investigate the case. A Saudi source said a senior royal, Prince Khaled al-Faisal, had visited Turkey that day.

Khashoggi entered the Saudi consulate in Istanbul on Oct. 2 to get documents for his forthcoming marriage. Saudi officials say he left shortly afterwards but Turkish officials and his fiancee, who was waiting outside, said he never came out.

Turkish sources have told Reuters the initial assessment of the police was that Khashoggi, an outspoken critic of the Saudi government, had been deliberately killed inside the consulate. Riyadh has dismissed the claims.

SPA said on Friday that Saudi Arabia's interior minister, Prince Abdulaziz bin Saud bin Naif, condemned the "lies and baseless allegations" against the kingdom, although he praised the joint investigation with Turkey.

The Saudi delegation, which arrived in Turkey on Thursday, is meeting a Turkish prosecutor investigating the case as well as representatives from the Justice Ministry, Interior Ministry, police and the national intelligence agency, one source said.

On Tuesday, the Turkish foreign ministry said the Saudi consulate in Istanbul would be searched as part of the investigation.