The 47-year-old man was holding a North Korean passport when he was arrested late on Friday, reports the Star.
He is one of four wanted by police over the assassination.
The Malaysian news outlet also said that the suspect was arrested after police raided a condominium in Jalan Kuchai Lama.
This latest development came after the arrests of three other suspects: A woman holding a Vietnamese passport identified as Doan Thi Huong, an Indonesian woman Siti Aisyah, and her boyfriend Malaysian Muhammad Farid Jalaluddin.
Jong-nam, 45, was killed by two women who splashed his face with a chemical at the KLIA 2 departure hall on Tuesday. He was about to leave for Macau.