At least 320 pilgrims from the West African nation died in the September 24 tragedy in Mina, the group told journalists gathered for a news conference in Mali's capital, Bamako.
A lawyer representing them, Marcel Ceccaldi, told reporters the families were considering filing a legal complaint against the Saudi government in Mali and before the European Union.
Malick Konate, the leader of the victims' families, said the Malian government and travel agencies that organized the pilgrims' trips for the annual hajj had not helped in securing death certificates for those lost. He said families so far had only been able to get 40 death certificates.
Authorities have said the Mina crush and stampede occurred when two waves of pilgrims converged on a narrow road, suffocating or trampling to death those caught in the disaster.
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An Associated Press count, based on state media reports and officials' comments from 36 of the over 180 countries that sent citizens to the hajj, have established that the September 24 crush was the deadliest incident in the history of the annual pilgrimage.
The kingdom's official toll, released two days after the disaster, has remained unchanged at 769 people killed and 934 injured.