They arrived at the Kuala Lumpur International airport early on Friday morning after travelling on a Royal Malaysian Air Force flight.
A coffin carrying Kim Jong-Nam, who died after being poisoned at Malaysia's Kulua Lumpur airport, left the country on a Beijing-bound flight on Thursday evening.
The body of Kim Jong-nam, half-brother of North Korean leader Kim Jong-un, has arrived in Pyongyang, Chinese officials say.
Malaysian Prime Minister Najib Razak said in a statement that the coroner approved the move as the autopsy on Kim Jong-nam had been completed. and Kim's family also requested his remains be returned to North Korea.
A video circulated by Japanese media later on Thursday reportedly showed two of the suspects - an embassy employee and a worker for the North Korean state airline - on a plane, and cargo said to be Mr Kim's casket.
A deal announced Thursday allowed the citizens of each country to go home.
The assassination led to a major diplomatic dispute between Malaysia and North Korea.
The other North Korean suspects named by Malaysian investigators are all back in North Korea.
Keeping it real. Schoolchildren stand beside North Korean leader Kim Jong-un at a We Are the Happiest in the World performance.
The KCNA statement said Malaysia had agreed to transfer the body "to the family of the deceased" in North Korea.
However, the police chief did not discount the possibility the North Korean leader had claimed custody of the body.
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Kim Jong Un is believed to have sought the killing of his half brother, who had been living in recent years in the Chinese enclave of Macau, to shore up his power.
"The effect had to be planned", said Robert Gallucci, a former USA chief negotiator with North Korea over its nuclear program.
It has denied any role in the Kim Jong Nam's killing and denounced the investigation as flawed and politically motivated.
The death caused a diplomatic rift between the countries, resulting in Malaysia and North Korea expelling each other's ambassadors and preventing each other's citizens from leaving the country.
"We hope they don't create a case like this again", Mr Najib told reporters in the southern city of Chennai.
The men were escorted through a VIP section of the airport and driven to North Korea's embassy in Beijing.
Kim Jong-Nam's body has been handed to North Korea.
Mr Najib had said earlier that, after challenging negotiations, all North Koreans would be allowed to leave Malaysia - which probably includes those wanted by Malaysian police for questioning.
But Thae maintained that the way to deal with the North Korean nuclear issue is to eliminate the country's dictator.
After examining the victim's passport, Malaysian authorities confused the Democratic People's Republic of Korea, the formal name of North Korea, with the Republic of Korea, the official name of its estranged southern neighbor, the sources said.
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