KUALA LUMPUR (AFP) - A Malaysian police commando sentenced to death over the 2006 murder of a politically linked Mongolian woman has reportedly claimed he acted on instructions from above and is considering revealing who gave the order.

"I was under orders. The important people with motive (to commit murder) are still free," Sirul Azhar Umar said in a phone interview published on Wednesday by Malaysian news website Malaysiakini.

The Malaysiakini report said Sirul declined to elaborate, but that he was considering Australian media requests for a tell-all interview. "Yes, I am seriously considering the possibility," the 43-year-old said.

Sirul, who fled abroad to avoid being hanged and is now in Australian custody, is a key figure in the scandal which is entwined with Malaysia's multimillion-dollar 2002 purchase of submarines from France.

The deal has long been clouded by accusations of huge kickbacks to Malaysian officials and the murder of Ms Altantuya Shaariibuu, who acted as a translator in the negotiations.

Prime Minister Najib Razak has repeatedly denied any wrongdoing in the deal which is being investigated by France, or even knowing Ms Altantuya - the lover of a Najib associate who was in charge of the submarine purchase.

Sirul and his convicted accomplice Azilah Hadri were members of an elite unit that guards top Malaysian ministers.

They were convicted of the killing in 2009 and sentenced to death, a verdict upheld by Malaysia's highest court last month.

The scandal is one of Malaysia's most sensitive topics.

It centres on allegations that French submarine maker DCNS paid "commissions" of more than US$142 million (S$192.7 million) for two Scorpene submarines, which Malaysia's opposition alleges were kickbacks.

Ms Altantuya was the lover of Mr Abdul Razak Baginda, the Najib associate tasked with executing the deal. Najib was defence minister at the time.

The 28-year-old was shot dead and her body blown up with military-grade plastic explosives outside Kuala Lumpur.

A private investigator working for Mr Abdul Razak gave a sworn 2008 statement claiming Datuk Seri Najib, now 61, had earlier been romantically entangled with Ms Altantuya and was involved in efforts to manipulate the murder probe.

The investigator, P. Balasubramaniam, quickly recanted - amid threats to his family, he said later - and fled abroad.

He returned in 2013 vowing further revelations, but died suddenly of an apparent heart attack.

Sirul, who had been freed on appeal, was arrested in Australia last month, creating a diplomatic dilemma.

Malaysia has called for his return, but Australian law forbids sending suspects back to face possible execution.

Sirul's lawyer Kamarul Hisham Kamaruddin told AFP last week that his client may use the threat of revealing the truth to ward off attempts to get him back.

"If he perceives that he will face the death penalty (in Malaysia) and there is really no other means of escaping that, then of course that is a very real possibility," Mr Kamarul said.

Mr Abdul Razak claimed the convicted pair acted on their own, but Malaysia's judiciary never established a motive in the murder, raising suspicions that the two men were scapegoated by higher-ups.

Sirul's flight abroad has revived calls in Malaysia for a thorough re-examination of the affair and any role played by Mr Najib, who has previously sworn on the Quran that he did not know Ms Altantuya.