Turkish prosecutors have launched a formal investigation into disappearance of Saudi journalist Jamal Khashoggi, according to judicial sources on Saturday, Anadolu reported.

The Chief Public Prosecutor’s Office in Istanbul initiated the investigation on the day of the incident, said the source, who asked not to be named due to restrictions on speaking to the media.

The Washington Post's columnist Jamal Khashoggi has been missing since he entered the Saudi consulate in Istanbul on Tuesday. 

The consulate also said on Twitter that it was working in coordination with Turkish authorities.