Police searched a villa in the Samanli village of the Termal district in Yalova, the agency said.
Anadolu said some of the suspects had spoken to an unnamed Saudi citizen on the phone.
So far, police have drained the grounds of the first villa of water, using specialist equipment to search for any human remains.
Crime scene investigators were inspecting a well in the first villa's garden in Samanli village, Anadolu earlier said, while images showed fire trucks at the scene.
Officials told Reuters last month that Khashoggi's killers may have dumped his remains at a rural location near Yalova, which is a 90-km (55 mile) drive southeast of Istanbul.
Turkish media outlets have named the Saudi suspects who flew into Istanbul and left on the same day the journalist was last seen.
Turkey has accused Saudi Arabia of dispatching a 15-member assassination squad to kill Khashoggi, who was an American resident and a strong critic of Saudi Crown Prince Mohammed bin Salman.
A Tunisian journalists' union hung a large banner from its headquarters showing the prince holding a chainsaw - a reference to the dismemberment of Khashoggi's corpse.
Turkey's President Tayyip Erdogan has said the killing was ordered by the highest level of Saudi leadership but probably not from King Salman, putting the spotlight instead on the 33-year-old crown prince.
Police previously searched areas in Yalova as well as around Istanbul, including the Saudi Consulate, the nearby residence of the Saudi consul general and a forest on the outskirts of the city.
It is believed Khashoggi was brutally murdered by the 15-man hit squad, which then dismembered his body in the embassy building.
Saudi Arabia initially said Khashoggi walked out of the consulate before shifting its account of what happened amid Turkish intelligence leaks.
His body has not been found and his death has triggered widespread worldwide criticism of Saudi Arabia.
Meanwhile, Prince Mohammed was due to arrive in Egypt on Monday for a two-day visit, state news agency MENA reported, part of his first trip overseas since Khashoggi's murder.
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