Citing unidentified sources, multiple South Korean news outlets reported that the women fled the airport Monday in a taxi.
Police said Doan Thi Huong was alone at the time of her arrest. Authorities continued to search Tuesday for others suspected of participating in the attack, Reuters reported.
"Police are looking for a few others, all foreigners," Deputy Inspector-General Noor Rashid Ibrahim told the news service.
Malaysian authorities said Tuesday that an autopsy would be performed to determine the cause of Kim Jong Nam's death. An unidentified Malaysian government official told The Associated Press that North Korea "objected to the procedure because they wanted the body back." Malaysian officials refused, according to the wire service.
South Korea's spy agency, the National Intelligence Service, said Wednesday that North Korea had been trying for five years to kill Kim Jong Nam. Intelligence officials said Kim Jong Un had issued a "standing order" for his elder half-brother's killing, Reuters reported.
Lawmakers briefed by the NIS said Kim Jong Nam sent his younger brother a letter in April 2012, begging for his life and the lives of his family members after a failed assassination attempt.
The letter said: "I hope you cancel the order for the punishment of me and my family. We have nowhere to go, nowhere to hide, and we know that the only way to escape is committing suicide."
Kim Jong Nam was estranged from his younger brother and had been living abroad for years. He reportedly fell out of favor when he was caught trying to enter Japan on a false passport in 2001, saying he wanted to visit Tokyo Disneyland.
Kim Jong Il had at least three sons with two women, as well as a daughter by a third. Kim Jong Nam was the eldest, followed by Kim Jong Chul, who is a few years older than Kim Jong Un.
The Associated Press contributed to this report.