The slaying has rocked the political establishment because the analyst, who had been her lover and is now in custody, is connected to a number of senior politicians including deputy premier Najib Razak, who is also defence minister.

Abdullah said he had told Inspector-General of Police Musa Hassan "that he will have to investigate thoroughly and properly and follow the due process."

"Nobody is above the law, that is important to remember," he said. "Whoever is found guilty, action will be taken according to the due process of law."

The model, Altantuya Shaariibuu, was kidnapped outside the house of Abdul Razak Baginda, who heads the Malaysian Strategic Research Centre think-tank.

She was killed and her remains blown up with hand grenades and found in an isolated area south of the capital Kuala Lumpur.

Abdul Razak, 46, was detained Tuesday as part of the police investigation and is being held in custody until Sunday. Three members of Malaysia's police force have also been arrested for alleged involvement in the murder.

Mongolia's honorary consul told AFP earlier Thursday that Abdul Razak had travelled the world with the 28-year-old model.

Syed Abdul Rahman Alhabshi, citing accounts from two cousins of the woman, said she had been Abdul Razak's lover but not the father of her 16-month-old son.

"I can confirm that the son is not Razak Baginda's son ... Altantuya also never said that," he said.

"Yes, they were lovers. They travelled to Europe, to Shanghai, China, Hong Kong, South Africa ... Her parents sent me the itinerary of the travel."

He said Abdul Razak had paid for Altantuya to visit Malaysia in 2005.

The consul said Altantuya re-entered Malaysia on October 6 intending to ask Abdul Razak for money to send her sick son for surgery in South Korea.

"She was desperate because she wanted the child to have a cure. She comes from a good family, so she didn't do this. Whatever they say is not true," he said, referring to reports she had tried to blackmail the analyst.

The consul said Altantuya, who disappeared on October 19, had tracked down Abdul Razak's home and office addresses using a private detective and that he had tried to avoid her.

"They only managed to talk through the telephone," Syed Abdul Rahman said. "Maybe he wanted to end the relationship because this is his country. He's a reputable man."

An articulate academic respected in Malaysia and abroad for his defence and politics analyses, Abdul Razak was educated in Britain. According to reports here he is married with one daughter.

The consul, who has been overseeing the case, said that Altantuya's parents would fly in by Monday once her mother had got over the shock of the death.

He said they would identify what police believe are the remains.

The Bernama news agency reported that police Thursday detained two private investigators for five days to help with inquiries.