STORY: Khashoggi, a Saudi journalist then living in the United States, was killed and dismembered in 2018 by Saudi agents in the kingdom's consulate in Istanbul, in an operation U.S. intelligence believes was ordered by Crown Prince Mohammed bin Salman.
The prince has denied ordering the killing, which has cast a pall over relations between the two countries.
Khashoggi's fiancee has sued the prince in U.S. court, but in a ruling last week, U.S. Justice Department lawyers concluded that the prince had immunity as a result of having been named prime minister in the Saudi government in September.
"Our review of that relationship is ongoing," he told reporters at a news conference in Qatar after an annual U.S.-Qatar strategic dialogue. Blinken also said there were no plans for the prince to visit the United States.
Blinken said the legal opinion that the prince was entitled to immunity was based on "long-standing practice" observed in "hundreds of cases".