The father of a murdered Mongolian woman wants police to investigate why the immigration records of her and two companions allegedly disappeared.

Karpal Singh said the father of Altantuya Shaariibuu, 28, would file a police report after the allegations emerged during court testimony on Tuesday at the trial of Abdul Razak Baginda, 47, a political analyst charged with abetting Altantuya's murder in October last year.

Prosecutors say Abdul Razak planned his former lover's killing and ordered two police officers - members of a special unit charged with protecting the country's leaders - to carry it out.

All three face the death penalty if found guilty.

"It is a very pertinent and significant issue because if any attempt was made to show that Altantuya never entered the country and therefore could not have been murdered, then I think the police ought to investigate why," Karpal told reporters outside court.

'Our entry was deleted'

Uuriintuya Gal-Ochir, 30, a friend of Altantuya, has testified she came to Malaysia with her in October, along with Namiraa Gerelmaa, Altantuya's second cousin.

Uuriintuya testified that Namiraa returned home earlier without a problem but when she tried to leave Malaysia with Altantuya's father on Nov 24 - more than a month after the murder - there was no record of their entering the country.

"Our entry was deleted in the immigration computer," she testified.

The woman banged the witness stand and added: "There is no record of me coming to Malaysia through Beijing. Why?"

"I think it's a very serious matter that an attempt was made to obliterate the names of the two witnesses and Altantuya," Karpal told reporters today.

Abdul Razak is close to Deputy Prime Minister Najib Razak, who has vehemently denied any involvement in the case, seen by observers as a test of the country's judicial and political integrity.