Pompeo was meeting with the Saudi king and crown prince on Monday, the latest stop of a Middle East tour that has so far been dominated by questions and concerns about the withdrawal of United States troops from Syria.
Pompeo "emphasized the importance of Saudi Arabia continuing its investigation into the murder of Jamal Khashoggi in order to ascertain facts, assess information, and hold those responsible accountable".
Prince Khalid Bin Salman and other officials attended the meeting.
Western intelligence agencies, including the CIA, have strongly hinted that the killing could not have taken place without the authorisation of Prince Mohammed.
Pompeo and his Qatari counterpart Sheikh Mohammed bin Abdulrahman bin Jassim Al Thani inked a number of economic, political and security agreements during the opening session. But Prince Mohammed, whose right-hand aides were allegedly involved in the murder, was exonerated by prosecutors. "So, he definitely has to mention Jamal Khashoggi, and he has to show that the USA is concerned with that, but I think they [the Trump administration] are much more on the same line [as the Saudis] - they don't want the Saudi crown prince [Mohammed bin Salman] to be hurt by this affair", said Majed.More news: South Africa vs Pakistan
However, Trump has said Washington wants to preserve the alliance with the oil-rich kingdom, which he sees as a bulwark against common foe Iran and a lucrative buyer of U.S. arms.
Pompeo's visit came as human rights groups have been calling on Saudi Arabia to provide independent global monitors access to detained female prisoners amid mounting reports of torture and sexual harassment in Saudi prisons.
He reaffirmed that US-Saudi relations remain "incredibly important to Americans".
Hathloul's sister, Loujain, is among more than a dozen activists arrested last May - just before the historic lifting of Saudi Arabia's decades-long ban on women drivers.
Pompeo refused on Sunday to comment on reports Washington had recently considered military action against Tehran.More news: Sandgren wins maiden ATP title in Auckland
Pompeo met Qatari officials a day earlier in Doha, where he called for an end to the 19-month blockade of the Gulf state by a quartet of Arab countries, including Saudi Arabia, Bahrain, Egypt, and the UAE.
Saudi Arabia, the United Arab Emirates, Bahrain and non-Gulf Cooperation Council (GCC) member Egypt cut diplomatic, transport and trade ties with Qatar in June 2017, accusing it of supporting terrorism and their regional foe Shi'ite Muslim Iran - something Doha denies.
Qatar - also a United States ally - denies the allegations and accuses the countries of seeking regime change. "When we have a common challenge, disputes between countries with shared objectives are never helpful", he said at a press conference in Qatar, as he urged Gulf nations to end their boycott of Doha.
However, Pompeo later admitted in a Q&A session with U.S. embassy staff in Doha that no progress was made on resolving the issue.
Attempts at mediation between Qatar and the blockading nations have stalled, as highlighted by the recent resignation of USA envoy Anthony Zinni - who quit because of an apparent "lack of will" on behalf of "regional leaders" for regional reconciliation.More news: Nadal blazes into Australian Open second round