She also said she had declined an invitation to meet Donald Trump, saying the US President was not honest about investigating the killing.
"The person (s) who gave the order for the bestial murder of journalist, Jamal Ahmad Khashoggi, and the person (s) who carried the order, All of them MUST be brought to account".
Khashoggi, a critic of Saudi Crown Prince Mohammed bin Salman's policies, was last seen October 2 entering the consulate, where he had gone to pick up a document he needed to remarry.
Cengiz said Khashoggi was concerned tensions would arise when he visited the consulate for the first time on September 28, but he was treated well at that visit, which appeared to reassure him, she said. "Twenty-five days have passed and we die every day".
In a belated acknowledgement, which followed repeated denials, Saudi Arabia finally admitted that Khashoggi had been killed when "discussions" at the consulate turned into "a brawl".
Prince Mohammed, the heir apparent to the kingdom's throne, has denounced the "repulsive" murder, denying any involvement.
His murder has sparked a diplomatic firestorm for the oil-rich state and the Crown Prince.
The group said the protest is to prove to the world that Mr Khashoggi's murder is a crime against the world. "But he said he didn't", she added.
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Wray said each of the 13 IEDs consisted of about 6 inches of PVC pipe, a small clock, a battery, wiring and energetic material. Officials covered the vehicle with a blue tarp before removing it from the Florida neighborhood where it was found.
President Trump panned the shifting Saudi explanation. She feared he was being "very political" and she would go when the United States was honest about solving Mr Khashoggi's death. Salah Khashoggi, a dual Saudi-US citizen, had been barred from leaving Saudi Arabia because of his father's criticism of the country's leadership, but this sanction was recently lifted. But he fell out of favour and went into self-imposed exile in the U.S. past year.
Saudi Arabia's Foreign Minister Adel al-Jubeir said on Saturday that those behind the killing of journalist Jamal Khashoggi would be prosecuted in the kingdom and that the investigation would take time.
What does Turkey say about Khashoggi's murder?
In the Saudis' latest version of events, a public prosecutor said the killing was premeditated, reversing an earlier statement that Mr Khashoggi was killed accidentally in a fight at the consulate. She then left and came back the next morning but there was still no sign of Khashoggi.
Khashoggi handed two phones to his fiancée Cengiz and asked her to call Turkish President Recep Tayyip Erdogan's adviser if he failed to come out of the consulate. He said the 18 arrested men "must know" who killed him.
Michael Richard Pompeo added the United States was also looking into whether to take action under a law named after Sergei Magnitsky, the anti-corruption accountant who died in Russian custody, that would impose financial sanctions on individuals behind Khashoggi's death. He called them "childish statements. not compatible with the seriousness of a nation state".
Turkish President Tayyip Erdogan also urged Saudi Arabia on Friday to disclose who ordered Khashoggi's murder, as well as the location of his body, heightening global pressure on the kingdom to come clean on the case.