Kim Jong-nam died after an apparent poison attack in the airport in the capital, Kuala Lumpur, on Monday.
No motive has been confirmed and the attackers have not been identified.
South Korea's acting President Hwang Kyo-ahn said if North Korea was found to be responsible, it would show its "brutality and inhumane nature".
It would be the most high-profile death at the hands of the North Korean leadership since Kim Jong-un's uncle, Chang Song-thaek, was executed in 2013.
Mr Hwang said South Korea was "keeping close tabs on North Korea's movements".
Mr Kim was attacked while preparing to board a flight home to Macau from the budget airport outside Kuala Lumpur. His death was made public only on Tuesday.