Malaysia has not cut diplomatic ties with North Korea despite the republic's temporary ban against Malaysians from leaving the country.

Prime Minister Datuk Seri Najib Tun Razak said this is to allow negotiations with Pyongyang, and to closely look into what the North Korean government really wants.

"At the moment (diplomatic ties with North Korea are) still on because it provides us with a channel to speak and negotiate with them," he said.

"We will not close down the (North Korean) embassy here," said Najib to reporters at the Parliament lobby on Wednesday.

Meanwhile, Najib said the security situation of Malaysian citizens in North Korea is not worrying, as they were allowed to go about their daily activities as usual.

He also said they were not held in confinement, and could go out as always.

"So, there is no worry about their safety," he added.

On Tuesday, North Korea barred Malaysians from leaving the country, prompting Malaysia to take tit-for-tat action, as police in Kuala Lumpur sought to question up to three men hiding in the North Korean embassy over the murder of Kim Jong Nam.

Malaysia has been outraged by the murder of the North Korean leader's estranged half brother at Kuala Lumpur International Airport on Feb 13 by assassins using VX nerve agent, a super toxic chemical listed by the United Nations as a weapon of mass destruction.