SEOUL - The second wife of Mr Kim Jong Nam and their two children are uncontactable and are not seen at their homes in the Chinese territory of Macau, reported South Korean media.
Chosun Ilbo said that it visited the family's two properties in the former Portuguese colony on Wednesday (Feb 15) but "no one would talk".
One of them is a unit in a high-rise condominium five minutes from the international school once attended by Mr Kim's son Han Sol, 21, and daughter Sol Hui, 18. They were born to Mr Kim's second wife, Ms Lee Hye Kyong.
South Korea's spy agency says Mr Kim's immediate family members are under Chinese protection.
Han Sol, a graduate of France's prestigious Sciences-Po university, has been admitted to a graduate school of Oxford University. But he has not yet enrolled, reported Dong-A.
A family friend told Chosun Ilbo: "I tried to call Jong Nam's wife after learning about his assassination on the news last night, but her mobile phone was turned off. They probably had an action plan in case something bad happened to him."
The friend added: "Kim Jong Nam had a bright personality but he grew depressed after Jang Song Thaek was executed and often said 'life is so sad' and expressed dismay at how his uncle was killed."
When asked about the possibility of the family defecting to South Korea, the friend said: "North Korean agents can't do whatever they want in Macau, which is Chinese territory. Macau would be safer than South Korea."
A source told Dong-A Ilbo they have been transferred to Beijing under the protection of China's Ministry of State Security. Mr Kim's first wife, Ms Shin Jong Hui, and their son Kum Sol are said to be in Beijing.
When asked if China is providing protection to the family, a spokesman for the Chinese Foreign Ministry said on Thursday that he has no information on it.
"The Chinese side has noted the media reports on the matter and is paying close attention to the developments," said Mr Geng Shuang at a news briefing.
There is also talk that China had been sheltering Mr Kim Jong Nam to keep him as a trump card in case the Kim Jong Un regime collapses.
Now that Mr Kim Jong Nam is dead, observers say it is possible that his half brother Jong Un sees Han Sol as a potential threat to his grip on power.
The safety of Mr Kim Pyong Il, the younger half-brother of late leader Kim Jong Il, is also drawing attention, reported The Korea Times. He has been serving as a diplomat in Europe for years and is the current ambassador of North Korea to the Czech Republic.