Khashoggi, a Washington Post contributor and US resident, was killed in October 2018 by Saudi agents while at Saudi Arabia's consulate in Istanbul to obtain paperwork ahead of his wedding to Hatice Cengiz.
Speaking alongside Agnès Callamard, the UN special rapporteur on extrajudicial, summary or arbitrary executions, Cengiz deplored that "there has been no significant action by the international community" since a UN report on the murder in June.
"This is not a file that can be closed like this. For me, the murder of Jamal Khashoggi is the most inhuman murder of the modern era," she said.
"I want it to continue to disturb people. Some people have to lose sleep over it," she added.
The report by Callamard had found "credible evidence" linking Saudi Crown Prince Mohammed bin Salman to the killing.
Callamard, who does not speak for the United Nations but reports her findings to it, had called on UN Secretary General Antonio Guterres to initiate an international criminal investigation into the case.
"We are calling for an international investigation, that is what I am personally calling for and working towards," Cengiz said.
Callamard called for a moratorium on exports of surveillance equipment to Saudi Arabia and sanctions targeting senior officials suspected of involvement in the murder, including the Crown Prince.
"The European Union has been, like the rest of the international community, extremely disappointing in its reactions and actions towards Saudi Arabia," said Callamard, who was in Brussels to meet EU officials.
The expert also reiterated her criticism of the upcoming G20 meeting in Saudi Arabia, which was a "mistake", and called for press freedom and human rights protection to be added to the agenda.