Malaysia has detained four foreigners, including two ethnic Rohingya from Myanmar, on suspicion of being involved in militant groups, police said on Tuesday.

Malaysia is home to tens of thousands of Rohingya Muslims, who have for years arrived in the Southeast Asian nation from Myanmar or Bangladesh seeking asylum.

More than 700,000 Rohingya refugees fled western Myanmar for Bangladesh, UN agencies say, after insurgents attacked Myanmar security forces in August 2017, triggering a sweeping army-led crackdown.

Both of the Rohingya suspects were detained for providing support to the Arakan Rohingya Salvation Army (ARSA), the insurgent group said to be behind the 2017 attacks, Inspector-General of Police Abdul Hamid Bador said in a statement.

One of the suspects, a 41-year-old construction worker, had also issued a death threat against Bangladesh Prime Minister Sheikh Hasina in a video uploaded on social media, Hamid said.

Other suspects detained included a 54-year-old Philippine national with alleged ties to Abu Sayyaf, a militant organisation aligned with the Islamic State.

The man is also suspected of being involved in kidnapping activities in the waters of Sabah state, south of the Philippines, Hamid said.

The fourth suspect was a 24-year-old Indian national who had allegedly acted as a facilitator to a senior member of Babbar Khalsa International (BKI), a Sikh separatist group.

The suspect, a lift maintenance worker, is accused of transferring RM7,600 to fund BKI's activities in Southeast Asia, Abdul Hamid said.

Malaysia has been on high alert since gunmen allied with Islamic State carried out a series of attacks in Jakarta, the capital of neighbouring Indonesia, in January 2016.

A grenade attack on a bar on the outskirts of Kuala Lumpur in June 2016 wounded eight people. Islamic State claimed responsibility for the attack, the first such strike on Malaysian soil.

- Reuters