They however adhered to agreements made in December at talks in Sweden to end nearly four-year civil war between Yemen's Saudi-backed government and the Iranian-aligned Houthis.
Pompeo, who spoke to reporters after meeting with King Salman and Crown Prince Mohammad bin Salman, said he had received a commitment from the country's leaders to achieve justice in the case.
The outcry over the murder has tarnished the reputation of Prince Mohammed, strained ties with Western allies and focused attention on Saudi Arabia's domestic crackdown on dissent and the war in Yemen, where a Saudi-led and US -backed coalition is supporting the internationally recognized government.
On a previous visit to Riyadh at the height of the Khashoggi affair, Pompeo's broad smiles with the crown prince outraged some Americans.
During his tour of the Middle East, Mr Pompeo announced an worldwide summit on the Middle East in Poland, where he will seek to unite regional actors to find a solution to Iranian aggression.
"I want to talk to you about a couple of places we've been".
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.
His support has come despite the US Central Intelligence Agency's reported conclusion that Prince Mohammed very likely ordered the murder.
They have called on Riyadh to "ensure accountability" for the prince, and for America to stop giving aid to the Saudi-led war in Yemen.
"When we have a common challenge, disputes between countries with shared objectives are never helpful", Pompeo, who is on a tour of the Middle East, told a news conference in the Qatari capital, Doha.
They also discussed USA plans to withdraw troops from Syria, which Pompeo told reporters would not be affected by President Donald Trump's threat to devastate Turkey economically if it attacks a Washington-backed Kurdish militia in Syria.
However, comments in Doha by Pompeo and Qatari Foreign Minister Sheikh Mohammed bin Abdulrahman Al Thani gave no sense of any movement in the ongoing diplomatic crisis with Doha.
Bahrain, Egypt, Saudi Arabia and the United Arab Emirates, all US allies, began a blockade of Qatar in June 2017 that continues today.
Qatar has long denied funding extremists, but Doha shares a massive offshore natural gas field with Tehran that gives its citizens the highest per-capita income in the world.
A similar dispute involving Qatar erupted in 2014.
The U.S. Embassy in Riyadh said that Pompeo and the crown prince had agreed on the need for a continued de-escalation in Yemen. But this time positions have hardened against Qatar, whose support for Islamist opposition groups has angered the Arab nations now boycotting it.
"It's on everyone's mind and not at all clear that the rift is any closer to being resolved today than it was yesterday - and I regret that", Pompeo said.