WASHINGTON—The Saudi government is contesting a prominent element of a CIA assessment that concluded Saudi Crown Prince Mohammed bin Salman likely ordered the killing of Jamal Khashoggi, as Riyadh seeks to mend its reputation after the death of the journalist and political activist.

A confidential report prepared for the Saudi public prosecutor found that none of the WhatsApp messages exchanged between Prince Mohammed and top aide Saud al-Qahtani on Oct. 2, the day Mr. Khashoggi was killed, concerned the journalist or his...