KEY POINTS
  • Salah and Abdullah Khashoggi told CNN that without their father's body, their family is unable to grieve and deal with the emotional burden of their father's death.
  • Khashoggi's body has not been recovered, and Saudi authorities are conducting an official investigation.
  • "We just need to make sure that he rests in peace," Salah Khashoggi said of his father. "Until now, I still can't believe that he's dead. It's not sinking in with me emotionally."
Saudi Crown Prince Mohammed bin Salman, right, shakes hands with Salah Khashoggi, a son, of Jamal Khashoggi, in Riyadh, Saudi Arabia, on Tuesday, Oct. 23. 

The sons of slain Saudi journalist Jamal Khashoggi on Sunday issued an appeal for the return of their father's body and said they wanted to return to Saudi Arabia to bury him.

In an interview with CNN, Salah and Abdullah Khashoggi said that without their father's body, their family is unable to grieve and deal with the emotional burden of their father's death.