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Khashoggi has been missing since Tuesday when he had an appointment at the Saudi consulate to get papers needed to marry his Turkish fiancee.

Turkish police believe he was killed at the consulate by a special team sent to Istanbul, a Turkish government source told AFP. However, the Saudi consulate called the claim "baseless" on Twitter.

Read more: Lies, murder and deceit: the daily reality of Mohammed Bin Salman's war on dissent

"We are aware of and concerned by these reports. Canadian officials are actively seeking more information," Adam Austen, a spokesman for Canadian Foreign Minister Chrystia Freeland.

Khashoggi, a critic of Saudi Crown Prince Mohammed bin Salman and Saudi Arabia's intervention in Yemen, has been living in exile in the United States to avoid arrest. 

Relations between Canada and Saudi Arabia have been tense in recent months, after Canada criticised the Gulf kingdom for arresting of human rights activists.

Saudi Arabia retaliated by expelling the Canadian ambassador, recalling its own envoy to Ottawa and freezing trade and investment between the two countries.

The disappearance of Jamal Khashoggi, a columnist for the Washington Post has been condemned by Amnesty International.

The rights group also criticised the "deafening" silence from the international community over the Gulf kingdom's rampant human rights violations.

Read more: Globalising authoritarianism: Saudi Arabia attempts to silence Western critics amid Canada spat

"The enforced disappearance – and now reported assassination – of one of its citizens who had sought asylum abroad should set alarm bells ringing," the group said in a press release on Sunday.

The alleged murder suggests that Saudi Arabia is "willing to dispense even with their own deeply flawed judicial proceedings in order to punish those who peacefully criticize them", it added.