The two suspects, Indonesian Siti Aisyah, 25, and Vietnamese Doan Thi Huong, 28, appeared at a magistrate's court in Sepang.
Police brought the two women to court handcuffed.
Police say Hyon Kwang Song, a second secretary at the North Korean Embassy, is wanted for questioning.
But Aishah and Huong have told diplomats who visited them in custody that they were unwitting pawns in an assassination that USA officials and South Korean intelligence have said was organized by North Korean agents.
"She denied. She denied".
They did not enter a formal plea, but Huong's lawyer later told reporters that his client told the court in Vietnamese that "I am not guilty", The Mail said.
"Of course, she's definitely distressed because she is facing death penalty", he added.
The court has given a next date on April 13 and that day the prosecutors will apply for the accused to be tried jointly.
Malaysian authorities said North Koreans put the deadly nerve agent VX on the hands of Aisyah and Huong, who then placed the toxin on Kim Jong Nam's face.
Kim Jong Nam, known to disapprove Kim Jong Un's policies, was exiled from North Korea in around 2003, and had since resided primarily in Macau. where he had business and a family.
Malaysian police are also seeking seven other North Koreans, four of whom are believed to have returned to Pyongyang. Ri Tong-il, a former deputy North Korean ambassador to the United Nations and a member of the delegation, spoke with reporters on the afternoon of February 28 in front of the North Korean embassy in Kuala Lumpur.
Health minister Subramaniam Sathasivam said Malaysia will continue to insist that the body be positively identified by medical examiners through DNA or other means before it can be released.
North Korea has sent a high-ranking diplomat to Malaysia to try to secure the remains of Kim Jong Nam, the half brother of the North Korean leader who was killed in a chemical weapon poisoning earlier this month.
The only known use of VX is as a chemical warfare agent and the USA government's Centres for Disease Control and Prevention (CDC) describes it as the "most potent" of all nerve agents. Experts believe that the country has a sophisticated chemical weapons program, and the use of the chemical in the killing has raised suspicions of the North's involvement.
The country's official KCNA news agency later said the claim that VX was used to kill its citizen was "absurd" and lacked scientific basis, calling it an assertion made by the United States and South Korea to tarnish the North's image.
Kim Jong Nam was waiting at the departure hall when he was attacked by two women who splashed his face with the liquid.
Speculation is rampant that North Korea was behind the killing, particularly after Malaysia said Friday that VX had killed Kim.
Malaysian court charged two female suspects in the alleged assassination of the man believed to be Kim Jong Nam with murder under section 302 of penal code on Wednesday.