Police used sniffer dogs to search the garden of the villa and the nearby wooded area, according to Reuters cameramen at the scene.
Khashoggi, a Washington Post contributor who had written columns critical of current Saudi leaders, was killed inside the Saudi Consulate in Istanbul on October 2 by members of a 15-man team that had been sent to Turkey from Saudi Arabia, according to Turkish and Saudi prosecutors. Two firefighter trucks were also present on Monday in order to search a well on the main villa's property, the source said.
Anadolu did not name the businessman but said he was outside of Turkey at the time of the murder and had not returned in the past two months.
Turkey's President Tayyip Erdogan has said the killing was ordered by the highest level of Saudi leadership but probably not from King Salman, putting the spotlight instead on the 33-year-old crown prince.
Paramilitary police officers stand at the entrance to a private villa in Yalova, Turkey, Monday, Nov. 26, 2018.
His death has put the Riyadh regime and Saudi Crown Prince Mohammed bin Salman under strict scrutiny.
The Saudi agents who have been blamed for the killing included some members of the crown prince's security entourage.
Local media reported last month that investigators had widened their search to Yalova and a forest on the outskirts of Istanbul for the remains of the journalist.
Speaking on the condition of anonymity, a Turkish official familiar with the investigation told ABC News that investigators are searching for the remains of Khashoggi's body.
The kingdom initially said Khashoggi had walked out of the consulate before shifting its account of what happened amid Turkish intelligence leaks.
His body has not been found and his death has triggered widespread worldwide criticism of Saudi Arabia.
The assassins strangled and dismembered Khashoggi inside the Saudi consulate in Istanbul on October 2, Saudi officials admitted, before removing his remains, which have yet to be found.