The judge also instructed the Central Intelligence Agency and Office of the Director of National Intelligence (ODNI) to explain why they are withholding the tape and a CIA report on the gruesome killing, AFP wrote.
Khashoggi, a Washington Post columnist, was suffocated and dismembered inside the kingdom's Istanbul Consulate after going inside to get documents for his marriage to his Turkish fiancée.
The October 2, 2018 murder sparked an international outcry and tarnished the reputation of oil-rich Saudi Arabia and its powerful crown prince, Mohammed bin Salman.
The CIA concluded that the young royal ruler had been responsible for the killing, straining relations between the United States – where Khashoggi lived – and Saudi Arabia.
US President Donald Trump later boasted that he protected Prince Salman from Congress, according to a book by veteran journalist Bob Woodward.
The Open Society Justice Initiative filed a lawsuit under the Freedom of Information act seeking access to intelligence agency records related to the assassination.
The CIA and ODNI rejected the request and failed to even confirm the existence of the documents, citing national security reasons.
But federal Judge Paul Engelmayer ordered the US government Tuesday to produce within two weeks a "Vaughn index" describing the documents it is withholding and providing legal justification for their non-disclosure.
In his ruling, Engelmayer cited Trump's comments in late 2018 when the president said, "We have the tape."
The ruling does not order the disclosure of the documents but the Open Society Justice Initiative described the order as a "crucial victory in addressing the Trump administration's shameful cover-up" of the murder.
"The court's judgement is a vital step towards ending impunity for the murder," said Amrit Singh, the foundation's lead lawyer in the case.
Riyadh initially denied that the gruesome murder happened before changing its version of events several times. It claims the killing was carried out by rogue agents acting alone.
In September, a Saudi court overturned five death sentences and handed eight defendants jail terms between seven and 20 years.