Saudi Crown Prince Mohammed bin Salman, right, shakes hands with Salah Khashoggi, a son, of Jamal Khashoggi, in Riyadh, Saudi Arabia, on Tuesday, Oct. 23.

The sons of slain Saudi journalist Jamal Khashoggi on Sunday issued an appeal for the return of their father's body and said they wanted to return to Saudi Arabia to bury him.

In an interview with CNN, Salah and Abdullah Khashoggi said that without their father's body, their family is unable to grieve and deal with the emotional burden of their father's death.

"It's not a normal situation, it's not a normal death at all. All what we want right now is to bury him in Al-Baqi (cemetery) in Medina (Saudi Arabia) with the rest of his family," Salah Khashoggi said. "I talked about that with the Saudi authorities and I just hope that it happens soon."

Jamal Khashoggi, a Washington Post columnist critical of the Saudi government and its de facto ruler Crown Prince Mohammed bin Salman, was killed after he entered the Saudi consulate in Istanbul on Oct. 2.

Saudi authorities have admitted that Khashoggi was murdered in a premeditated action, revising previous statements that his death was unintended. Turkish officials and some U.S. lawmakers have said that Crown Prince Mohammed ordered the murder, an allegation that Riyadh denies.

Khashoggi's body has not been recovered, and Saudi authorities are conducting an official investigation.

Saudi Arabian billionaire Prince Alwaleed bin Talal, an international businessman, said on Sunday that the probe will exonerate the country's leader.

Salah Khashoggi on Oct. 24 met in Riyadh with the crown prince and King Salman to receive condolences along with other Khashoggi family members. Salah departed for Washington a day later, and his CNN interview was his first public comments since then.

He said King Salman assured him that those involved in Jamal Khashoggi's murder would be brought to justice.

"We just need to make sure that he rests in peace," Salah Khashoggi said of his father. "Until now, I still can't believe that he's dead. It's not sinking in with me emotionally," he said, adding that there has been a lot of "misinformation" about the circumstances of the death.

Salah said that charges that his father was a supporter of the Muslim Brotherhood organization were not true.

Asked how Khashoggi should be remembered, Salah replied, "As a moderate man who has common values with everyone ... a man who loved his country, who believed so much in it and its potential."

"Jamal was never a dissident. He believed in the monarchy, that it is the thing that is keeping the country together. And he believed in the transformation that it is going through."