The sons of murdered journalist Jamal Khashoggi issued an emotional appeal for the return of their father's body, in their first interview since he was killed in the Saudi consulate in Istanbul a month ago.

Salah and Abdullah Khashoggi, who called their father "courageous, generous and very brave," said they have endured weeks of anguish and uncertainty following his disappearance and death.

"I really hope that whatever happened wasn't painful for him, or it was quick. Or he had a peaceful death," Abdullah Khashoggi, 33, told CNN during a sit-down interview in Washington with his brother, Salah, 35.

Authorities in Turkey -- who say Khashoggi was murdered by a hit squad sent from Riyadh -- are still searching for the journalist's remains. Earlier this week, the chief prosecutor's office said Khashoggi's body was dismembered after he was strangled, while the Washington Post reported investigators were looking into the theory that the body was dissolved in acid. A source close to the Saudi Royal Palace has denied any knowledge of the body's whereabouts.

Without their father's body, the brothers say their family is unable to grieve or find closure.

"All what we want right now is to bury him in Al-Baqi (cemetery) in Medina (Saudi Arabia) with the rest of his family," Salah said.

"I talked about that with the Saudi authorities and I just hope that it happens soon."

Saudi Arabia has presented an evolving narrative about what happened to Khashoggi, a Saudi citizen, when he entered the consulate to get papers for his wedding; the journalist was preparing to get married for a third time. Authorities initially denied all knowledge of his fate before later admitting that a group of rogue operators, many part of Crown Prince Mohammed bin Salman's inner circle, were responsible. Riyadh has maintained that neither bin Salman nor his father, King Salman, knew of the operation to target Khashoggi. (CNN)