BALI, Indonesia — Christine Lagarde, managing director of the International Monetary Fund, said she is "horrified" at the disappearance and suspected killing of journalist Jamal Khashoggi but still plans to attend a conference in Saudi Arabia later this month.

"Human rights, freedom of information are essential rights. And horrifying things have been reported and I am horrified," she told reporters on Saturday in Bali, Indonesia, where the IMF and World Bank are conducting their annual meetings.

"But I have to conduct the business of IMF in all corners of the world, and with many governments," she added. "When I visit a country, I always speak my mind. You know me, I do. At this point in time, my intention is to not change my plan and to be very attentive to the information that is coming out in the next few days, but I speak my mind."

Lagarde was responding to a question on whether she will proceed with her planned visit to Riyadh, Saudi Arabia to attend the Future Investment Initiative, also known as "Davos in the Desert," which is scheduled for Oct. 23 to 25.

Several luminaries and media outlets — including CNBC, Financial Times, CNN and The New York Times — have withdrawn from the event, citing concerns about the disappearance of Khashoggi and his alleged murder.

Lagarde is not the only one who is going ahead with attending the conference. U.S. Treasury Secretary Steven Mnuchin told CNBC on Friday that he, too, still plans to attend FII.

"We are concerned about what is the status of Mr. Khashoggi," Mnuchin told CNBC. "If more information comes out and changes, we could look at that, but I am planning on going."

Khashoggi, a critic of Crown Prince and the Saudi royal family, was last seen Oct. 2 when he entered the Saudi consulate in Istanbul. Saudi Arabia has denied wrongdoing. Turkey has reportedly informed the U.S. that it has video and audio evidence showing Khashoggi, who wrote for The Washington Post, was killed inside the consulate.

Khashoggi had been living in the United States as a voluntary exile from Saudi Arabia.

Several senators, led by Republicans Bob Corker and Lindsey Graham, have triggered a U.S. investigation into Khashoggi's whereabouts. The White House has said senior administration officials, including President Donald Trump's son-in-law and top advisor Jared Kushner and Secretary of State Mike Pompeo, have been in contact with the crown prince regarding the journalist's disappearance.

— CNBC's Mike Calia contributed reporting.