WASHINGTON, Nov. 4 (CGTN) -- 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 that 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, was killed after he entered the Saudi consulate in Istanbul on October 2.

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

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

Salah Khashoggi on October 23 met in Riyadh with the crown prince and King Salman to receive condolences along with other Khashoggi family members. 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."

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."