Malaysia has stepped up security checks at all border crossings to stop North Koreans linked to the murder of the estranged half-brother of North Korean leader Kim Jung-un from leaving the country, Malaysia's police chief told Reuters.

So far, prosecutors have charged two women - an Indonesian and a Vietnamese - with the murder of Kim Jong-nam on Feb 13, in an assassination using a super toxic VX nerve agent that killed the victim in minutes.

While two women were seen on security camera footage assaulting Kim Jong-nam at the KL International Airport 2, police are looking for others involved in the operation, including whoever supplied them with the VX, which is listed by the United Nations as a weapon of mass destruction.

US officials and South Korean intelligence believe the assassination was run by agents from secretive, nuclear-armed North Korea.

Malaysian police identified eight North Koreans wanted in connection with the case, but the only one they apprehended, a man named Ri Jong-chol, was released today due to insufficient evidence and was set to be deported after a week in custody.

Inspector-general of police Khalid Abu Bakar told Reuters today that "at least two of them" were believed to be still in Malaysia.

He did not name them, though police have said that they want to question the 44-year-old second secretary at the North Korean embassy in Kuala Lumpur; a 37-year-old staffer at North Korean airline Air Koryo; and another individual.

Khalid said the second secretary has yet to contact the police despite a request sent to the embassy, and that an arrest warrant had been made for the Air Koryo staffer who "is missing too".

Shahriman Lockman, a senior analyst at the Institute of Strategic and International Studies Malaysia, said it is possible that they were all hiding in the North Korean embassy - making them virtually untouchable.

North Korea has voiced outrage at the Malaysian investigation, and does not accept that the dead man is Kim Jong-nam though it has acknowledged the victim is North Korean.

"This can go on for some time," Shahriman said.

Meantime, officers have stepped up checks at all border checkpoints, including at jetties, airports and land routes, to stop any of the suspects skipping the country, Khalid told Reuters via text messages.

The other four suspects are believed to have left the country on the day of the murder, and made their way back to North Korea by air, travelling via Indonesia, Dubai and Russia.

Malaysian police have requested help from Interpol to apprehend them.

Malaysia has cancelled visa-free entry for North Koreans entering the country from March 6 as ties between two countries, which have maintained friendly relations for decades, became increasingly strained.

- Reuters