Kim Jong Nam, the older half-brother of the North Korean leader, was known to spend a significant amount of his time outside the country and had spoken out publicly against his family's dynastic control of the isolated state.
In a statement, Malaysian police said the dead man, aged 46, held a passport under the name Kim Chol.
Kim Jong Nam has been caught in the past using forged travel documents.
Police official Fadzil Ahmat said the cause of Mr Kim's death was not yet known, and a post mortem would be carried out on the body.