US Secretary of State Mike Pompeo on his way to Saudi Arabia. AFP

US Secretary of State Mike Pompeo arrived in the Saudi capital on Tuesday for talks with King Salman on what happened to missing journalist Jamal Khashoggi.

According to reports, the US chief diplomat was greeted at Riyadh airport by Saudi Foreign Minister Adel al-Jubeir and ambassador to Washington Prince Khalid bin Salman.

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Khashoggi, a Saudi national and US resident who became increasingly critical of powerful Crown Prince Mohammed bin Salman, has not been seen since he walked into the Saudi consulate in Istanbul on October 2 to sort out marriage paperwork.