Prince Mohammed, who began his tour Thursday with a visit to Abu Dhabi, will hold talks with Bahrain's King Hamad, the state-run Bahrain News Agency said on Saturday.
Quoting a royal court statement from Manama it said that the Saudi crown prince and King Hamad will discuss the "deep-rooted fraternal and historic relations binding the two brotherly countries and peoples, in addition to (the) latest regional, Arab and international developments".
Saudi Arabia has been facing intense global criticism over the killing of insider-turned-critic Khashoggi in its Istanbul consulate on October 2.
The murder of the journalist who wrote for The Washington Post has tipped the kingdom into one of its worst crises.
He was killed and reportedly dismembered in what Saudi Arabia said was a "rogue" operation, but CIA analysis leaked to the US media pointed the finger at Prince Mohammed.
Saudi Arabia has warned criticism of the crown prince is a "red line".
On Wednesday Saudi Foreign Minister Adel al-Jubeir said that calls for the crown prince to be held accountable for the grisly killing would not be tolerated.
Prince Mohammed began his regional tour at the request of his father, King Salman, according to the Saudi Press Agency which said he would visit "brotherly" Arab countries.
The tour started Thursday in the United Arab Emirates, a close ally that is part of a Saudi-led coalition battling Iran-aligned Huthi rebels in Yemen.
And the prince is also set to travel to the Tunisian capital on Tuesday, a presidential source in Tunis told AFP.
Prince Mohammed is expected to attend the G20 summit in Argentina next week.