Australia would refuse a Malaysian government's request to extradite to Kuala Lumpur a former police commando sentenced to death for the murder of a Mongolian woman.

A spokesman for the Attorney-General's Department said Australia's extradition legislation does not allow a person to be surrendered to another country for an offence punishable by death unless the country gives Australia an undertaking that the death penalty will not be carried out, The Age reported on Thursday.

Malaysia's highest court on Tuesday upheld the death penalty for Sirul Azhar Umar, a former bodyguard of Prime Minister Najib Razak, and former chief inspector Azilah Hadri, for the murder of 28-year-old Altantuya Shaariibuu in 2006.

Sirul, who did not attend the court hearing, was reported to have left Malaysia for Australia in October last year.

The Age reported that Malaysian police have asked Australian authorities to arrest and extradite Sirul.

"Australia opposes the death penalty. We oppose the death penalty for Australians at home and abroad," the spokesman said.

The request comes as Australia prepares to make what Prime Minister Tony Abbott has described as the "strongest possible representations" on behalf of Myuran Sukumaran, the Bali Nine drug mule on death row whose bid for clemency has been rejected by Indonesian President Joko Widodo.

Critics of the Malaysian government have long alleged that Sirul and Azilah were scapegoats in the killing of Altantuya, who was at the centre of allegations of kickbacks in a €1.1 billion (S$1.73 billion) purchase of French Scorpene submarines in 2002.

The remains of Altantuya, an interpreter who was involved in negotiations for the submarines, were found in a jungle clearing near Kuala Lumpur after she was apparently shot and her body blown up with explosives.

Adding to the intrigue, she was the lover of Abdul Razak Baginda - the man in charge of purchasing the submarines and a close associate of Prime Minister Najib, who was defence minister at the time. Abdul Razak is reported to be living in Britain now.

Allegations have simmered for years that the Mongolian was murdered to keep her quiet about kickbacks to high-level Malaysian officials.

Both Azilah and Sirul denied killing Altantuya. Sirul had alleged that he was being "sacrificed" to protect others.