Authorities told Reuters the slain man was Kim Jong Nam.
"So far there are no suspects, but we have started investigations and are looking at a few possibilities to get leads," police official Fadzil Ahmat told Reuters.
South Korean cable television network TV Chosun, citing unidentified government sources, reported that a pair of women attacked Kim Jong Nam on Monday with poisoned needles at Kuala Lumpur airport. The women fled from the airport in a taxi and remained at large Tuesday, the TV network reported.
However, an unidentified Malaysian official told The Associated Press that Kim Jong Nam died while waiting for a flight to Macau after he was "sprayed with a liquid in the shopping concourse" on Monday.
Authorities are investigating the events that led to Kim Jong Nam's death.
"We don't know if there was a cloth or needles," Fadzil told Reuters when asked about the circumstances surrounding the attack. "The receptionist said someone grabbed his face, he felt dizzy."
South Korean intelligence agencies were not immediately able to confirm the report, according to The New York Times.
Kim Jong Nam and Kim Jong Un had different mothers and were sons of former North Korean leader Kim Jong Il. The former leader died in 2011.
Kim Jong Nam was once considered Kim Jong Il's heir before a scandal broke in 2001 that is believed to have "hobbled his chances," The New York Times reported. He was caught that year trying to take his son to Tokyo Disneyland in Japan while using a fake visa, according to the newspaper.
He was deported to China and estranged from his family.
He was believed to be close to his uncle, Jang Song Thaek, according to Reuters. Jang was a leading figure in North Korea before he was executed on Kim Jong Un's orders in 2013 for planning a military coup.