"These measures... aim to prohibit these individuals from entering national territory and the entire Schengen area" of Europe, the ministry said in a statement.
"They are conservative measures, subject to review or extension based on the findings of the investigation under way," it said.
Saudi Arabia has said that 21 people are in custody, with death penalties sought against five men.
International pressure has mounted on Riyadh to find those responsible for the grisly murder of Khashoggi, a US resident who wrote for The Washington Post and had been critical of Saudi Crown Prince Mohammed bin Salman.
A recent CIA analysis leaked to the US media reportedly pointed the finger at the Crown Prince, though Saudi prosecutors have said he had no role in the killing.
The US Treasury has imposed sanctions on 17 people, including close aides of Prince Mohammed, while Germany imposed similar measures on Monday.