SHAH ALAM - Two Iraqi nationals thought to be Islamic State militants have been detained by police in Malaysia.

The pair, aged 39 and 42, are being held on suspicion of making death threats against the Saudi Arabian and Qatar ambassadors based in the federal capital, according to Bernama news agency.

The two men were picked up on Thursday.

Inspector-General of Police Khalid Abu Bakar said initial investigations revealed the suspects had entered the country legally.

"They were nabbed in Jalan Ampang, Kuala Lumpur by a Bukit Aman (Operation/Counter Terrorism) Special Task Force team and are being detained for further investigation.

"Preliminary investigations have revealed they could have been sent by IS to do something here, which can pose a threat to the country," he told reporters after attending a student excellence award ceremony on Saturday.

Also present was Selangor police chief Abdul Samah Mat.

Tan Sri Khalid also urged all quarters to be the "eyes and ears" of the police and to furnish them with information on IS-linked activities, including attempts to recruit youths and local citizens to be sent to Syria and Iraq.

"I reiterate here that the plan of the IS is real...if we are not careful, something untoward will happen," he warned.