Inspector General of Police Khalid Abu Bakar's comments denied reports that claimed the duo -- Amedy Coulibay and his partner Hayat Boumeddiene -- had once travelled to Malaysia on a vacation.
Khalid tweeted: "Paris attack -- Amedy and his wife Hayat have never entered M'sia."
Coulibaly was gunned down by security forces yesterday when they stormed a Jewish supermarket in eastern Paris where he had taken terrified shoppers hostage.
Authorities were now hunting for Coulibay's partner Boumeddiene, who is said to be "armed and dangerous."
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During the two days of terror attacks in France, 17 people were killed.
According to French judicial documents, a police search of Coulibaly's residence in 2010 turned up a crossbow, 240 rounds of 7.62mm ammunition, films and photos of him during a trip to Malaysia, as well as letters seeking false official documents.
The Malaysian police chief felt the incident in Paris showed that the country's Sedition Act should be retained.
"Take heed of the Paris incident. That is why we need the Sedition Act and police will not let off those who insult religions" he said.
The Malaysian police, meanwhile, has announced they were taking measures and strengthening national security after the militant attacks in France and Australia.
Deputy Inspector-General of Police, Noor Rashid Ibrahim, said although there had been no such threat in Malaysia, police were still taking measures to monitor the activities of certain groups and individuals in the country.
Malaysian police has detained 51 people who tried to join or help the Islamic State militant group in Syria and Iraq, state-owned Bernama news agency said.
He said the government would also table an anti-terror bill at the next parliamentary sitting in March.