Kim, the estranged half brother of North Korean leader Kim Jong-Un, was poisoned with a lethal nerve agent at the Kuala Lumpur airport on February 13 in a brazen Cold War-style assassination that has damaged bilateral ties.
Three Malaysian embassy staff and six family members are currently stranded in North Korea's capital after both countries recalled their ambassadors and barred citizens from leaving.
"This is a discussion with a government and this is very sensitive," Najib said at a late night press conference, after after chairing a meeting of the ruling Barisan National coalition.
Najib spoke on the eve of a six-day visit to India, with the body of Kim still at a hospital morgue in Kuala Lumpur despite rumours it would be repatriated.
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Inspector General of Police Khalid Abu Bakar told reporters at a separate news conference: "In the case of Kim Jong Nam, something is going on. I do not want to say what, just wait for the statement."
But the North denies this and has denounced Malaysia's investigation as an attempt to smear the secretive regime.
Pyongyang has also refused to confirm the identity of the victim, who was carrying a North Korean passport bearing the name of Kim Chol when he was killed.
It insists that the man died of a heart attack and that the body should be handed over to them.
Malaysia however has officially confirmed his identity using DNA evidence and said it is waiting for his next of kin to claim the body.
Two women -- one Vietnamese and one Indonesian -- have been arrested and charged with the murder.
Airport CCTV footage shows them approaching the 45-year-old victim and apparently smearing his face with a piece of cloth.
Malaysian investigators are seeking seven North Korean suspects, four of whom left Malaysia on the day of the murder.
Malaysia's police chief has said he believes they fled to Pyongyang while the other three are hiding in North Korea's embassy in Kuala Lumpur.