Sakine Cansiz, a founding member of the Kurdistan Workers' Party, and two fellow activists were found shot dead on Thursday in an attack which overshadowed peace moves between Turkey and the guerrillas.
Mr Erdogan said that while investigations needed to be completed before a definitive conclusion could be reached, evidence so far pointed to an inside job, as the building was secured by a coded lock which could only be opened by insiders.
"Those three people opened it. No doubt they wouldn't open it to people they didn't know," Mr Erdogan said.
He said the killings could also have been intended to sabotage efforts towards peace talks with the PKK.
Ms Cansiz was a prominent PKK figure, initially as a fighter and later in charge of the group's civil affairs in Europe. A 1995 photograph shows her with militant leader Abdullah Ocalan, wearing battle fatigues and clutching an assault rifle.
Investigators gave no indications as to who might be behind the murders.
The PKK has seen intermittent internal feuding during an armed campaign in Turkey's south-east that has killed some 40,000 people since 1984.
Turkish nationalist militants have in the past also been accused of killing Kurdish activists, who want regional autonomy, but such incidents have been confined to Turkey.
Turkey recently announced it had begun talks with Ocalan, jailed on the small island of Imrali near Istanbul.