Home Minister Syed Hamid Albar, who oversees internal security, said authorities would investigate a report about the arrest of six members of the Liberation Tigers of Tamil Elam (LTTE) this week.
The Sri Lankan online newspaper Daily Mirror reported that the accused said they were waiting for an instruction by telephone from an operative in Malaysia.
It cited a police source as saying that the six, including a woman, were arrested together with 2.7 kilograms of C4 explosives and had planned to launch an attack on Saturday.
Syed Hamid said Malaysia was committed to the battle against terrorism.
"We hope to secure cooperation from Sri Lanka to give the name of the suspect in Malaysia ...
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for us to proceed with the investigation," he was quoted as saying by the Utusan Malaysia newspaper.
"Up to now, we have not received any information from the authorities in Sri Lanka," he said.
The LTTE is fighting a bloody independence campaign in Sri Lanka.