His body has not been found and his death has triggered widespread worldwide criticism of Saudi Arabia.
Local reports state one villa near the town of Termal, in the Yalova province, before widening the search to cover a neighbouring house.
Khashoggi, a prominent commentator on Saudi affairs who wrote for the Washington Post's Global Opinions section, had lived in self-imposed exile in the U.S. since September 2017, when he left Saudi Arabia over fears of the Riyadh regime's crackdown on critical voices.
Investigators were searching the well on the property, located in the Samanlı village in the Termal district.
In this file photo taken on October 25, 2018, a member of the Sri Lankan web journalist association holds a poster with the image of Saudi journalist Jamal Khashoggi during a demonstration outside the Saudi Embassy in Colombo.
Turkish police search Yalova villa in Khashoggi probe
Turkish police have already searched the consulate and consul general's residence during the investigation they have been carrying out on the case. The journalist disappeared after entering the consulate in Istanbul in early October to acquire marriage papers.
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 had walked out of the consulate before shifting its account of what happened amid Turkish intelligence leaks.
Yalova Gov. Muammer Erol confirmed that a search related to Khashoggi's killing was taking place but said any announcement concerning the search would come from Istanbul's chief prosecutor, who is leading the Turkish investigation into the killing.
His death has put the Riyadh regime and Saudi Crown Prince Mohammed bin Salman under strict scrutiny.
Turkish President Recep Tayyip Erdogan has demanded greater cooperation from Saudi authorities in the case, alleging the killing had been orchestrated by the "highest levels" of Saudi government.More news: Mary Kom rewrites history by winning World Boxing Championship