Kim Jong-nam died after an apparent poison attack in the airport in the capital, Kuala Lumpur, on Monday.
No motive has been confirmed and the attackers have not been identified. Police are studying security camera footage from the airport. Images circulating in the media have focused on two women seen alongside Mr Kim, who were later seen leaving the scene in a taxi.
South Korea's acting President Hwang Kyo-ahn said if North Korea was found to be responsible, it would show its "brutality and inhumane nature".
Mr Kim was attacked while preparing to board a flight home to Macau from the budget airport outside Kuala Lumpur. His death was made public only on Tuesday.
Exactly how the attack unfolded is still unclear. Officials and witnesses have variously said he was splashed with a chemical or had a cloth placed over his face.
He died on the way to hospital.