The recordings, obtained by Turkey's national intelligence and made public by the newspaper on Monday, detailed the conversations between the Saudi writer and members of the 15-man hit squad moments before his assassination on October 2, 2018.
Khashoggi, a Washington Post contributor who was living in the United States, had gone to his country's consulate to collect documents for his planned wedding before he was killed and his body dismembered.
When he entered the consulate, Khashoggi was greeted by a familiar face before being pulled by into a room, according to the Daily Sabah.
"Please sit. We have to take you back [to Riyadh]," Maher Abdulaziz Mutreb, a senior Saudi intelligence officer and the bodyguard of Saudi Crown Prince Mohammed bin Salman, said.
"There is an order from Interpol. Interpol demanded you be returned. We are here to take you," Mutreb is quoted as saying.
Khashoggi responded: "There are no lawsuits against me. My fiancee is waiting outside for me."
In the last 10 minutes before he was killed, Mutreb asked Khashoggi to "leave a message for your son", saying not to worry if he could not reach the journalist.
When Khashoggi refused, Mutreb said: "Write it, mister Jamal. Hurry up. Help us so we can help you, because in the end we will take you back to Saudi Arabia and if you don't help us you know what will happen eventually."
The operatives then drugged the Saudi journalist. His last words before losing consciousness were: "I have asthma. Do not do it, you will suffocate me."
Sound of an autopsy saw dismembering the 59-year-old's body can be heard at 1.39pm local time. The procedure lasted 30 minutes.
His body is yet to be recovered.
Turkey has called Khashoggi's killing "premeditated murder" orchestrated by the Saudi government.
Saudi officials have countered that claim, insisting Khashoggi was killed in a "rogue operation", after initially claiming he had left the building before vanishing.
'I listen to music when I cut'
Saudi authorities have charged 11 unnamed suspects over Khashoggi's murder, including five who could face the death penalty on charges of "ordering and committing the crime".
The CIA has reportedly concluded that Prince Mohammed ordered the killing, which officials in Riyadh deny.
During trials in Riyadh on Sunday, Daily Sabah revealed some of the statements of the hitmen who killed Khashoggi.
In the audio recorded minutes before Khashoggi entered the consulate building, Mutreb asked whether it will "be possible to put the trunk in a bag".
In response, Salah Mohammed Abdah Tubaigy, a well-known Saudi forensics doctor, replied: "No. Too heavy, very tall too."
He added: "Actually, I've always worked on cadavers. I know how to cut very well. I have never worked on a warm body though, but I'll also manage that easily.
"I normally put on my earphones and listen to music when I cut cadavers. In the meantime, I sip on my coffee and smoke. After I dismember it, you will wrap the parts into plastic bags, put them in suitcases and take them out [of the building]."
Khashoggi's killing provoked widespread revulsion and marred the image of the crown prince.
A report in the Washington Post in April said Saudi Arabia gave Khashoggi's four children "million-dollar houses" and "monthly five-figure payments" as compensation for the killing of their father.