"I told you. You never listen to me". "We might, but we had none", Trump told reporters following the exchange.
U.S. President Donald Trump has made it clear that he doesn't want to jeopardize the longstanding relationship between Washington and Riyadh.
How are leaders greeting the Saudi Crown Prince?
Several states, including the U.S. and Canada, have already issued sanctions against the Saudi agents involved in the killing but strong suspicions remain over the Saudi crown prince's role in the death.
Western leaders are also concerned about the worsening situation in Yemen, where a Saudi-led war has put millions on the brink of starvation.
The meetings took place at the G20 summit in Buenos Aires, Argentina - a meeting clouded by concerns over the gruesome killing of the Saudi journalist.
G20 leaders had earlier largely blanked the crown prince as they gathered for the "family photo" - apart from Russian President Vladimir Putin, who greeted the prince enthusiastically with a high-five and smiles.
According to SPA, the two leaders met at the residence of the Saudi crown prince - known by his initials MBS - in the Argentine capital and discussed bilateral cooperation between the two friendly countries in the various fields.
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The Saudi Gazette newspaper posted a video of the meeting online showing the two speaking in hushed tones with their heads close together. The White House was said to prevent CIA Director Gina Haspel from attending a closed-door briefing on the killing this week with senators, prompting more criticism.
Bin Salman told Macron not to worry, but Macron replied, "I am anxious".
It is thought the prince's other notable meeting in Argentina will be with Russia's President Putin.
British Prime Minister Theresa May also said she "intends" to speak with the crown prince.
Missing entirely was Chancellor Angela Merkel, whose arrival was delayed for the better part of a day by a serious technical failure on her plane, which forced her to return to Germany Thursday night.
One leader who nearly didn't make the photo was outgoing Mexican President Enrique Pena Nieto, who ran in at the last minute to a round of applause from the others, waving his hand in apology.
However, this was a ceremonial signing.