North Korea had requested the body, but has not confirmed its identity.
It was released as part of a deal under which nine Malaysians previously prevented from leaving North Korea have now arrived home.
The two countries had been locked in a diplomatic row in the wake of the killing in Kuala Lumpur last month.
Both countries had banned each other's citizens from leaving.
Three North Koreans have been allowed to leave Malaysia, Malaysia's chief of police said.