The killing of Khashoggi, a Washington Post columnist, has strained Riyadh's relations with the West and battered bin Salman's image overseas.
Meanwhile Russian President Vladimir Putin and Prince Mohammed shared a smiley, enthusiastic greeting at the gathering.
The Argentine judiciary has initiated steps toward a formal investigation of Saudi Crown Prince Mohammed bin Salman's possible responsibility for war crimes in Yemen and alleged torture of Saudi citizens.
Macri has said accusations that Prince Mohammed was involved in Khashoggi's death could be discussed by world leaders during the two-day summit.
Macron, undeterred and continuing on with the conversation, later says, "I'm a man of my word".
French President Emmanuel Macron on Friday reportedly insisted that Saudi Crown Prince Mohammed bin Salman include global experts in the investigation of journalist Jamal Khashoggi's murder, noting that the crown prince never heeds his words.
Last week the US President said "it could very well be that the Crown Prince had knowledge" of the planning and execution of Mr Khashoggi's murder, but that the US meant to "remain a steadfast partner of Saudi Arabia".
The BBC's political editor Laura Kuenssberg wrote on Twitter that 'The Prime Minister stressed the importance of ensuring that those responsible for the appalling murder of Jamal Khashoggi are held to account'.
Also the Saudi Crown Prince met at his residence in Buenos Aires the Prime Minister of India, Narendra Modi.
Mr Macron's office said the meeting with Mohammed bin Salman was justified because European nations wanted to send a united message about the need for probity in the investigation and were not going to sidestep an opportunity to reinforce that message during the G20.
Mr. Trump canceled his previously scheduled meeting with Putin on Thursday after he was briefed on the incident.
Later Friday, a White House official said Trump and Prince Mohammed exchanged pleasantries at a leaders' session - as the president did with almost every leader in attendance.
The demonstrators also accused the G20 group of countries of concentrating too much on financial interests and globalization, while condemning austerity measures proposed by Argentina's government and backed by the International Monetary Fund, a dignitary at the summit.
Despite President Donald Trump's wavering, the Central Intelligence Agency has reportedly directly implicated MBS in Khashoggi's killing.