South Korean and U.S. officials say he was assassinated by North Korean agents. North Korea has not acknowledged his death.
Speaking to reporters on Thursday, Malaysian police chief Khalid Abu Bakar said the two women - one Vietnamese, one Indonesian - arrested last week had been paid for carrying out the fatal assault on Kim Jong Nam using a fast-acting poison.
He declined to say if they had been used by a foreign intelligence agency. Police are also holding one North Korean man, but are seeking another seven in connection with the murder.
Hyon Kwang Song, a second secretary at the North Korean embassy in Kuala Lumpur, and Kim Uk Il, an employee of state-owned airline Air Koryo, are among three North Koreans wanted for questioning who are still believed to be in Malaysia.
Khalid told reporters that a request had been made to Interpol to put out an alert to apprehend the other four, who are believed to have made their way back to North Korea, having fled Malaysia on the day of the killing.
Khalid said a police request has been sent to the North Korean embassy requesting to interview the diplomat and airline employee.
"If you have nothing to hide, you should not be afraid to cooperate, you should cooperate," Khalid said.
He said an arrest warrant would not be issued for the embassy official, as he has diplomatic immunity, but that "the process of the law will take place" if the airline official does not come forward.
Earlier on Thursday, an official from the North Korea embassy in Kuala Lumpur said no formal request to interview either man had been received, and he did not respond when asked if the embassy would cooperate should it receive one.
Meantime, Indonesia has sought consular access to Siti Aishah, the Indonesian woman held in detention.
"I have instructed our foreign minister to provide assistance...and protection to Siti Aishah through a lawyer. So there can be some clarity on whether or not she is a victim," Indonesian President Joko Widodo said in Jakarta.