"We have obtained a written red notice from Interpol for the four suspects, and we are hoping to get them through Interpol," Malaysian police chief Khalid Abu Bakar told reporters on Thursday, adding that he believed the four suspects had fled back to Pyongyang.
A red notice is the nearest equivalent to an international arrest warrant.
Interpol on its website posted pictures and details about the four suspects - O Jong Gil, Ri Ji Hyon, Ri Jae Nam and Hong Song Hak - saying the four men were wanted by the judicial authorities of Malaysia for murder charges, reported Xinhua news agency.
Kim Jong-nam was killed at the Kuala Lumpur Airport with a lethal nerve agent last month, according to reports.
Two Asian women - one Vietnamese woman and one Indonesian - have been charged with killing Kim Jong-nam using the nerve agent. Both reportedly believed they were participating in a television prank.
Last week, Malaysia formally identified the murder victim as Kim Jong-nam. Authorities said this was done using DNA from one of his children, although they did not say which one.
Malaysia said Mr Kim's body has been embalmed to prevent it from decomposing.
It is not clear where Mr Kim's wife and children are, although his son appeared in a video last week and said the family was together.
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